If you're using LastPass on Windows, you can install the LP Windows app and it can autofill the login box ADP uses. But it's still a hassle and takes a few extra clicks.
Just to add to this, KeePass worked using the old ADP portal system (portal.adp.com, a traditional 'authentication required' popup), but does not with the new portal (workforcenow.adp.com, a form-based login). For whatever reason the password field won't fill in. I don't know if LastPass is any different.
It might be that the tab order is messed up. You can configure a password's input sequence to include extra tabs or other characters. It's under the "Auto Type" tab.