It's a bit of a common point of frustration for me, because I've had the same problem with Squeak, Dolphin, and several other flavors of Smalltalk that I've tried. Because of this, the only version of Smalltalk that I've actually been able to work on has been GNU Smalltalk in a terminal.
This is disappointing, because I really want to play with it more. Can anyone recommend a modern version of Smalltalk with a GUI that has HiDPI support?