I added the FogBugz service using the Admin tap on my repository. The CVSSubmit url looks like https://myaccount.fogbugz.com.
No changesets that are pushed to my repo on bitbucket add links to FogBugz.
I tested FogBugz to make sure it was working by creating a local repo on my machine with the attached python script (provided from FogBugz) in the hgext folder.
When changesets are pushed to the local repo, the links are added to the FogBugz OnDemand system. This leads me to believe there is an issue with the bitbucket FogBugz service and not FogBugz OnDemand.
The necessary Mercurial settings for the local repo (hgrc file) follow: