'guifont' option is useful here. I do understand your frustrations with this option however. It seems that how you set the
'guifont' setting, is dependent on the OS.
On macOS, you set 'guifont' the following way (which is noted in :help 'guifont'):
On other OSes (Linux, etc) you use the backslash instead to specify the font size:
set guifont=Monaco\ 14
Another useful way to set the font is to use
:set guifont=* which will bring up the Font chooser for your OS. Selecting a font then will apply it for your Gvim instance.
Why this distinction between the "\" and ":" to set the font size exists, however, is a separate question which I would like to know as well.