The keyboard shortcut for X11's full-screen mode is
However, it works only if I click the X11 icon and then press the combination.
How can you make a system-wide keyboard combination for the command on Mac OS X?
System Preferences -> Keyboard & Mouse
There is tab that allows you to confirm all keymappings both globally and within specific apps.
However, I'm on my PC at work so I can't be more specific, sorry. But, I do know you can do it there.
There seems not to be a support for the feature by Mac at the moment. The feature would apparently require to know better the internals of Macs.