There is a small missing bit in the documentation. When autoconfiguration is done in MarsEdit, there is an error message. You just need to go to the Edit settings option for the blog in MarsEdit and in the field Blog ID, replace the "1" by "blog" or the machine-name of the content type you have configured in /admin/settings/blogapi.

In my setup, the list of Categories displayed in MarsEdit is the list of tags in Drupal.