Finally figured it out. I hope this is of use to others.
First you must set the WindowsProvider as your roleManager like so:
<roleManager defaultProvider="WindowsProvider"
enabled="true"
cacheRolesInCookie="false">
<providers>
<add
name="WindowsProvider"
type="System.Web.Security.WindowsTokenRoleProvider" />
</providers>
</roleManager>
Then you will be able to check the roles for the user [using Roles.IsUserInRole()], and more specifically to this question use the authorize attribute. The only thing is that you will have to include the domain in the authorize attribute, like so:
[System.Web.Mvc.Authorize(Roles = "YourDomain\\MyApp Users")]
And now everything works as you would expect.