Mac OS has option+- for en dash and option+shift+- for em dash. I used to add similar bindings on Windows via AutoHotkey (which is an amazing app all around...)
There's also option+space for and other goodies. I recently added option+x for "checkmark x" and option+v for "checkmark v" since I like dropping those around more often than I should...
This. Em dashes are—as punctuation goes—downright sexy, so I committed shift+opt+- to muscle memory long ago. And it's arguably less work than a bucked-toothed double hyphen.
Btw, if you haven't already, check out Karabiner on macOS for AutoHotkey-esque functionality.
There's also option+space for and other goodies. I recently added option+x for "checkmark x" and option+v for "checkmark v" since I like dropping those around more often than I should...