Create a Symlink to your Steam Games
First you need to figure out where your steamapps folder is located. Typically it's at (your home folder)/Library/Application Support/Crossover Games/Bottles/(bottle name)/drive_c/Program Files/Steam/steamapps ln -s (path to the new location of the steamapps folder) (path to the original steamapps folder in Crossover)/steamapps
Next copy the steamapps folder to where you want it to be located, on an external drive for example.
Open the Terminal application and enter:
What you've now done is create a symbolic link in your Crossove Games bottle where Steam expects the steamapps folder to be located, and that symbolic link is pointing to the new location of the steamapps folder.