You can write files to the application package as much as you want. Just enter the file path using the NSBundle method pathForResource:ofType:, and you can write to this file. If you only need the package directory, use resourcePath.
You do not want to do this. There are various reasons, but you will break code signing, which is big. Instead, you should use established conventions (e.g. write to the library: application support: your application).
EDIT: For a (possibly) more compelling reason not to do this ... When I first studied Cocoa programming, I saved it as a bundle because I did not want to worry about the library. This was really annoying, because every time you make changes to your program, you lose all your saved data / settings for this program (if you do not use NSUserDefaultsfor preferences). I had to move it from the old version to the new one. Using the library, you do not need to worry about it.
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