Use in place of `get_the_category_list` in your single-wpm-testimonial.php template file.

wpmtst_get_the_category_list.php

/**
 * Retrieve category list in either HTML list or custom format.
 * This is a copy of the native `get_the_category_list` function.
 *
 * @global WP_Rewrite $wp_rewrite
 *
 * @param string $separator Optional, default is empty string. Separator for between the categories.
 * @param string $parents Optional. How to display the parents.
 * @param int|bool $post_id Optional. Post ID to retrieve categories.
 * @return string
 */
function wpmtst_get_the_category_list( $separator = '', $parents = '', $post_id = false ) {
    global $wp_rewrite;
    if ( ! is_object_in_taxonomy( get_post_type( $post_id ), 'wpm-testimonial-category' ) ) {
        return apply_filters( 'wpmtst_the_category', '', $separator, $parents );
    }

    /**
     * Filter the categories before building the category list.
     *
     * @param array    $categories An array of the post's categories.
     * @param int|bool $post_id    ID of the post we're retrieving categories for. When `false`, we assume the
     *                             current post in the loop.
     */
    $categories = apply_filters( 'wpmtst_the_category_list', get_the_terms( $post_id, 'wpm-testimonial-category' ), $post_id );

    if ( empty( $categories ) ) {
        return apply_filters( 'wpmtst_the_category', __( 'Uncategorized' ), $separator, $parents );
    }

    $rel = ( is_object( $wp_rewrite ) && $wp_rewrite->using_permalinks() ) ? 'rel="category tag"' : 'rel="category"';

    $thelist = '';
    if ( '' == $separator ) {
        $thelist .= '<ul class="post-categories">';
        foreach ( $categories as $category ) {
            $thelist .= "\n\t<li>";
            switch ( strtolower( $parents ) ) {
                case 'multiple':
                    if ( $category->parent )
                        $thelist .= get_category_parents( $category->parent, true, $separator );
                    $thelist .= '<a href="' . esc_url( get_category_link( $category->term_id ) ) . '" ' . $rel . '>' . $category->name.'</a></li>';
                    break;
                case 'single':
                    $thelist .= '<a href="' . esc_url( get_category_link( $category->term_id ) ) . '"  ' . $rel . '>';
                    if ( $category->parent )
                        $thelist .= get_category_parents( $category->parent, false, $separator );
                    $thelist .= $category->name.'</a></li>';
                    break;
                case '':
                default:
                    $thelist .= '<a href="' . esc_url( get_category_link( $category->term_id ) ) . '" ' . $rel . '>' . $category->name.'</a></li>';
            }
        }
        $thelist .= '</ul>';
    } else {
        $i = 0;
        foreach ( $categories as $category ) {
            if ( 0 < $i )
                $thelist .= $separator;
            switch ( strtolower( $parents ) ) {
                case 'multiple':
                    if ( $category->parent )
                        $thelist .= get_category_parents( $category->parent, true, $separator );
                    $thelist .= '<a href="' . esc_url( get_category_link( $category->term_id ) ) . '" ' . $rel . '>' . $category->name.'</a>';
                    break;
                case 'single':
                    $thelist .= '<a href="' . esc_url( get_category_link( $category->term_id ) ) . '" ' . $rel . '>';
                    if ( $category->parent )
                        $thelist .= get_category_parents( $category->parent, false, $separator );
                    $thelist .= "$category->name</a>";
                    break;
                case '':
                default:
                    $thelist .= '<a href="' . esc_url( get_category_link( $category->term_id ) ) . '" ' . $rel . '>' . $category->name.'</a>';
            }
            ++$i;
        }
    }

    /**
     * Filter the category or list of categories.
     *
     * @param array  $thelist   List of categories for the current post.
     * @param string $separator Separator used between the categories.
     * @param string $parents   How to display the category parents. Accepts 'multiple',
     *                          'single', or empty.
     */
    return apply_filters( 'wpmtst_the_category', $thelist, $separator, $parents );
}