There is not a way to transfer them directly. The only way to get messages to an iPhone now is by restoring the iPhone from a backup that contains the messages. That being said, you may be able to accomplish what you want with the new OS releases that are in Beta now. They introduce a feature called iMessage syncing. When your Mac is on macOS High Sierra, you can have it sync the messages that it has to iCloud and then when your iPhone is on iOS 11, you can enable the iMessage sync and it will load them from your iCloud. You can try this now if you are comfortable with Beta software or wait until next month when they are officially released.