The QVTKRenderWindowInteractor in that example is quite old, try using the current one from the VTK master branch. I’m not sure if the retina support is complete, but the code is straightforward and should be easy to modify.
Also please note that QVTKRenderWindowInteractor.py is completely different from the QVTKOpenGLNativeWidget.cxx that is used by ParaView and other C++ applications. VTK’s C++-Qt code is tested on a regular basis by Kitware, but QVTKRenderWindowInteractor.py is a community-supported class, so it’s really only tested and patched by users such as yourself.