MAX7219 won't dim

So you've made multiple boards, and you're certain they are physically identical?
Odds of you having all of your LEDs backwards is nil.
If you're saying you have multiple physically identical boards running identical code, but behavior is different, and you're super duper ultra certain everything was identical, then remove that MAX7219 and test it. You may have fried it with your soldering tactics.

Get an Arduino, only wire up the MAX7219 with DIN, LOAD, CLK, power/iSet, and test individual pins. Stick an LED cathode into the GND of the MAX7219, and see if it lights up when you run the anode through the Seg pins. Vice versa for Dig pins.

For a prototype board, you really would've saved some heartache by using some female headers/sockets for the ProMicro and the MAX7219.