I first thought I'd just have to do cases, i.e. if $m,n$ are even, $m=2l, n=2k$, where $k, l\in \Bbb Z$. But even in this case, alone, I wind up with $4kl(16l - 16k) = 64k(l^2) - 64l(k^2)\dots$ and that doesn't really get me anywhere.
Induction won't work, because I have no base case.
I feel as though this requires the use of mods, as being divisible by $30$ is tantamount to being equivalent to $0 \pmod {30}$, but where would I go from here?

Alright, let's see how to do this.
First, it clearly suffices to prove that the term is always divisible by 2, 3 and 5 to prove that it's divisible by $30=2 \cdot 3 \cdot 5$.
So why is it divisible by 2?
Assume that it's not i.e. it's odd. Then clearly all factors must be odd. In particular, $m$ and $n$ must be odd. But then clearly $m^4-n^4$ is even. So we derived a contradiction i.e. the term is indeed even.
Let's go on to a more difficult part: Why is it divisible by 3?
Assume that it's not. Then none of the factors can be divisible by 3.
In particular, $m$ and $n$ must not be divisible by 3. Also $m^4-n^4=(m^2+n^2)(m+n)(m-n)$ (it's really useful to know this factorization!) must not be divisible by 3.
But if $m,n$ are both not divisible by 3 then they either have the same remainder $\mod 3$ in which case $m-n$ is divisible by 3 or one of them is $1 \mod 3$ and the other $2 \mod 3$ in which case $m+n$ is divisible by 3. You see, in either case we derived a contradiction. Hence the term is indeed divisible by 3.
Now, we are left to prove that it's divisible by 5. This is surely the hardest part of the problem but maybe you can now think of a way to prove this on your own?