Use the ABC Extended (formerly US Extended) keyboard and type option-x before the letter.
If you need to type another key sequence before the letter (e.g., for a macron), you can type option-shift-x after the letter. This latter method also works better after some letters, so if typing option-x before doesn’t work, try option-shift-x after.
It will depend on the input method that you are using. Using the GreekKeys Unicode input (2008 and 2015 versions at least), type option-. [period] after the letter.
See the post on Enabling “Keyboards” for details on how to access Greek inputs and also the extended keyboard for roman letters.
Should work on El Capitan, Yosemite, Mavericks, and perhaps father back.
NB: Your experience may vary depending on the application in which you are typing and the font that you are using. If you need to share a file with someone else or open it on a computer that may have different versions of applications or fonts, it is best to make a PDF of your file.