If you are going to be using Windows screen readers a lot on your Mac, this is probably the best option. This option is more expensive, but also more reliable.
There are many external keyboards you can plugin or that use Bluetooth to connect to your Mac. Use an external keyboard that has an insert key.
Before trying any of the methods below, you may want to configure NVDA to use 'Laptop' keyboard layout in the NVDA menu (NVDA+n) => Preferences => Keyboard Settings since the desktop layout relies on many keys which do not exist on some Mac keyboards (depending on your computer and/or keyboard model).