We investigate hybrid beamforming design for covert millimeter wave multiple-input multiple-output systems with finite-resolution digital-to-analog converters (DACs), which impose practical hardware constraints not yet considered by the existing works and have negative impact on the covertness. Based on the additive quantization noise model, we derive the detection error probability of the warden considering finite-resolution DACs. Aiming at maximizing the sum covert rate (SCR) between the transmitter and legitimate users, we design hybrid beamformers subject to power and covertness constraints. To solve this nonconvex joint optimization problem, we propose an alternating optimization (AO) scheme based on fractional programming, quadratic transformation, and inner majorization-minimization methods to iteratively optimize the analog and digital beamformers. To reduce the computational complexity of the AO scheme, we propose a vector-space based heuristic (VSH) scheme to design the hybrid beamformer. We prove that as the number of antennas grows to be infinity, the SCR in the VSH scheme can approach the channel mutual information. Simulation results show that the AO and VSH schemes outperform the existing schemes and the VSH scheme can be used to obtain an initialization for the AO scheme to speed up its convergence.