The Meraki guest support is so great - their probably isn't any point to using Cisco ISE.
This article discusses using Cisco MR and ISE together.
https://documentation.meraki.com/MR/Encryption_and_Authentication/Device_Posturing_using_Cisco_ISE
If you are using sponsored access then here are the instructions on how to use this using the built in Meraki capability:
https://documentation.meraki.com/MR/Encryption_and_Authentication/Sponsored_Guest
Here is another approach using a simpler splash page.
https://documentation.meraki.com/MR/Splash_Page/Splash_Page_Overview
You could also have a stash of pre-printed PIN cards held at reception to give to guests to provide access. This uses the billing engine and the pre-paid mode, but the value is set to nothing.
https://documentation.meraki.com/MR/Splash_Page/Configuring_a_Prepaid_Card_Billing_SSID
Typically you don't use the "old" WLC approach of tunneling to the DMZ. Typically you just create a VLAN(s) for the guests, and have the SSID drop them into that network. That VLAN typically terminates on a firewall somewhere and that controls access.
I say "old" approach - because when I challenge people on why they do this they don't usually have a good answer. Often I get reasons like that is how it was done before. Time to embrace change and a better way.
But if you really can't bare to change, then yes, you'll need to tunnel the SSID to an MX in the DMZ. The MX will need to be running in VPN concentrator mode.
https://documentation.meraki.com/MR/Client_Addressing_and_Bridging/SSID_Tunneling_and_Layer_3_Roamin...