At this point, you'll need to change the resolution for your MacBook Pro display.
Go to system preferences and click on "Displays"
Look for "Resolution" which should have two choices:"Default for display" and "Scaled"
Select "Scaled"
Under "Scaled" you should see four boxes with different size text in each.
Select the one farthest to the right. The words "More Space" should be under that choice.
Once you do that, your monitor will be big enough to accommodate your current screen setting in the WGT app. The screen won't be big enough to contain it all, but it will give you access to the icon at the bottom that you click to get to the options. I'm guessing you have yours set at 1920 x 1080. Pick any one of the other three choices and you should be fine. I currently play at 1366 x 768 with fullscreen off and using the second box from the right in the Displays/Resolution/Scaled choices I mention above. It does not fill my entire screen, but it fills most of it. I have found it plays smoother for me without selecting fullscreen. You can fullscreen if you want. Try different display and WGT resolution choices until you get the one that works best for you.
Hope that helps. Mine is also a MacBook Pro and this worked for me.