UPDATED. The argument below is corrected.
Apparently, under Chebyshev transform of a generating function $A(x)$ OP understands a function $B(x) := C(-x^2)A(xC(-x^2))$, where $C(x):=\frac{1-\sqrt{1-4x}}{2x}$ is the generating function for Catalan numbers.
Let $m$ be fixed.
Consider the generating function
$$\mathcal{R}(x,y):=\sum_{n=0}^\infty\sum_{j=0}^\infty R(n,j,m)x^jy^n$$
and so $\mathcal{R}(x,0) = f(x)$ is given.
Then the recurrence formula for $R(n,q,m)$ translates into
$$(\star)\quad\mathcal{R}(x,y)-\mathcal{R}(x,0) = \frac{y}x(\mathcal{R}(x,y)-\mathcal{R}(0,y)) + \frac{y}{1+x}\mathcal{R}(x,y),$$
from where we need to deduce the value of $g(y) := \mathcal{R}(0,y)$. Expressing $\mathcal{R}(x,y)$ in the last equation, we get
$$\mathcal{R}(x,y) = \frac{1+x}{x+x^2-(1+2x)y}\big(xf(x)-yg(y)\big).$$
Here the series $xf(x)-yg(y)$ must be divisible by the polynomial $x+x^2-(1+2x)y$. Plugging in its zero $\frac{\sqrt{1+4y^2}-1+2y}2=C(-y^2)y^2+y$, we get
$$g(y) = (C(-y^2)y+1)f\big(C(-y^2)y^2+y\big).$$
Plugging $f(x) = (1-(m-1)x)^{-1}$ in the general solution, we get
$$g(y) = (C(-y^2)y+1)\frac1{1-(m-1)(C(-y^2)y^2+y)}.$$
To show that it is the same as required $\frac{C(-y^2)}{1-myC(-y^2)}$, compute their difference:
$$g(y) - \frac{C(-y^2)}{1-myC(-y^2)} = \frac{1-C(-y^2)-C(-y^2)^2y^2}{(1-(m-1)(C(-y^2)y^2+y))(1-myC(-y^2))},$$
which is zero since $1-C(-y^2)-C(-y^2)^2y^2=0$ as follows from the definition of $C$.