It's an ongoing process to update the whole user interface to be compatible with hidpi screens. Basically it boils down to revisiting each icon which is not adapted and redo it. The last couple of days many icons have been updated.
Please try a recent nightly build (master version, to become 2.16 soon) and report issues for icons which are still not updated.
Examples of recent updates
Export and composer toolbar
Source: https://github.com/qgis/QGIS/pull/3219
Attribute table
Source: https://github.com/qgis/QGIS/pull/3219