WE can apply an AUTOFILTER to the source workbooks. Since we're copying from row 9 down, this means we can use row 8 for the "filter". So, you want to filter everything out that is blank in column D? 

Option Explicit

Sub ROIConsolidation()
Dim wsMstr As Worksheet, wb As Workbook
Dim fPATH As String, fNAME As String, NR As Long, LR As Long

Set wsMstr = ThisWorkbook.Sheets("Data")                    'macro stored in master workbook
fPATH = "C:\Individual Trackers\"                           'edit as needed, remember the final \ in this string

If MsgBox("Clear current data sheet", vbYesNo) = vbYes Then 'option to clear the current master sheet, except headers
    wsMstr.UsedRange.Offset(1).Clear
    NR = 2
Else                                                        'otherwise we append to old data
    NR = wsMstr.Range("A" & Rows.Count).End(xlUp).Row + 1
End If

fNAME = Dir(fPATH & "*.xlsx")                               'get the name of the first file in the fPATH

On Error GoTo Next1                                         'if no ROI sheet is found, will skip the copy commands
Do While Len(fNAME) > 0
    Set wb = Workbooks.Open(fPATH & fNAME)                  'open the found file

    With wb.Sheets("ROI")
        .Rows(8).AutoFilter 4, "<>"                         'only show rows that are not blank in column D
        LR = .Range("D" & .Rows.Count).End(xlUp).Row        'find the last row of data
        If LR > 8 Then
            .Range("D9:X" & LR).Copy                        'copy rows to master sheet
            wsMstr.Range("A" & NR).PasteSpecial xlPasteValuesAndNumberFormats       'removes formulas and cell formats
            NR = wsMstr.Range("A" & Rows.Count).End(xlUp).Row + 1       'set NR for next paste job
        End If
    End With
Next1:
    wb.Close False                                          'close found file

    fNAME = Dir                                             'get next filename from fPATH
Loop                                                        'repeat process

End Sub