Sure, this was bound to come up eventually. Currently WordPress does not include a convenient hook, so you should begin by hacking wp-includes/category-template.php as follows:

near the top of function get_the_category_list, change:

to:

Next, modify plugins/role-scoper/hardway/hardway_rs.php as follows:

above class ScoperHardway, add:

add_filter('get_the_category_for_list', 'scoper_get_the_category');

function scoper_get_the_category( $cats ) {
  $readable_cats = apply_filters( 'get_terms', array(), 'category', array('fields' => 'ids', 'skip_teaser' => true) );

  foreach ( $cats as $key => $cat )
    if ( ! in_array($cat->cat_ID, $readable_cats) )
      unset( $cats[$key] );

  return $cats;
}

To make this work with the Hidden Content Teaser enabled, you will also need to further modify hardway_rs.php as follows:

change:

to:

I'll request that hook be added to the WordPress code. If that happens, this feature will be built into Role Scoper starting with the next version.