I use a Retina MacBook Pro. I run Linux in virtual machines for development work.
I occasionally use the Linux GUI directly in the virtual machine, but most of the time I ssh (with the -Y parameter) from the Mac terminal to the box and run Eclipse and Firefox, for example, form there. This launches the Mac X-Windows server - used to be X11.app and now XQuartz.
My Linux GUI is always in normal resolution - whether in the VM or in the Mac X-Windows app.
What can I do to make it work in Hi-DPI mode?
Depending on the project, I can use Oracle Linux, CentOS, or Ubuntu (using the default/most popular desktop).
Similarly, depending on the project, I can use VirtualBox or VMware Fusion.