I hope you're still checking here too. I just had exactly the same problem, my SamsungAllShare would play Matroska files on my Samsung TV, but for some reason, it didn't want to play when I used MediaMonkey as a DLNA server. (I only now realized MM can act as such, and am ecstatic, because AllShare is a sluggish piece of ...)
Anyway. The solution is as simple as it is hidden. At least it was for me. MM simply didn't realize / assume / subsume that my TV could actually play .mkv files. So I had to tell it that it's okay. Here's how:
Tools > Options > Media Sharing > Check off both boxes above, then:
'Add Shares' by enabling it and then starting a device (e.g., your TV) that would like to connect. Once that's been given permission to do so, and once this is populated with something like "Server Name" = "MediaMonkey Server", some random IP Port and "Status" = "Running", click on that line. I had some initial trouble, just make sure you click on it long and thorough enough that the buttons "Remove" and "Options" become available.
Click on Options > Auto-Conversion > Set formats. (Very likely you'll see that .mkv and/or whatever is not playing on your device is not yet in the list of supported formats.) In the new window, click on <Add supported format...>
Then: Content > Video > Tab named Video
Here check off all formats that you KNOW your device supports. If you are able play any format with a different DLNA server/software and your device (TV), then I'd think it's pretty safe for you to check those off. (If you pick a wrong one, I doubt your TV will explode. But I don't guarantee anything!
I didn't change anything in the lower part of the tab for any format. I simply clicked OK in all the windows that had popped up, until I was out of all Options dialogues.
Et voilà: everything worked! I hope I could help. If not you, maybe someboy else with a similar problem.