Short Answer:
Probably not.
Medium Answer:
Java doesn't have the necessary libraries to run your game on OS X.
Long Answer:
Mobile phones and other embedded devices that support Java run a version of Java called the Java 2 Micro Edition (J2ME). This is different from Java on the desktop (OS X, Linux, Windows, etc) which is called Java 2 Standard Edition (J2SE).
While Java applications are portable, you can't expect to run a J2SE application on a J2ME runtime. The libraries are different. J2ME is a cut down version of J2SE and doesn't support a lot of the libraries that J2SE supports, most notably Swing. To make things even worse, J2ME isn't officially supported under OS X. You can download it from some hacks website, but that isn't fully tested so who knows what could go wrong.
Now if you're using a Nokia phone, chances are high its based on MIDP 1.0.x specification, and the following J2ME implementation for OS X might work. It just might, so use it at your own discretion.
http://mpowers.net/midp-osx/