Hey guys. I emailed Roland and they responded very quickly. Here's what they said:
Unfortunately, the RD-300GX is discontinued and the last driver update was for OS 10.9.
If your OS is above 10.9 you will need to use an interface that supports standard 5 pin Midi cables. Some audio interfaces have those connections on the back or you could use the Roland UM-ONEmk2.
So...it looks like I'm going to have to use a 5-pin cable rather than the usb cable that I was trying. I have one of those at home.
Will that change how I hook it up? Or do I still go directly from the piano to the MacBook? And then from the interface to the MacBook?