Greetings!
Currently the Meraki MX devices do not display CDP/LLDP neighbor information on a per interface level. The best information available on the dashboard will show active interfaces (on Security Appliance -> Appliance Status page) and assigned VLANs (Security Appliance -> Addressing & VLANs page) can assist you with narrowing down which device is connected where.
As a last resort, in a maintenance window when you can allow downtime, you can disable the port on the Firewall and see which device goes offline (or changes uplink ports if you have redundant connections).
Hope that helps!