I never had to try it, so I dont know, but from all I read it works as long as you do it right. From what I read most are just unable to provide a signature with an address and a reliable source within the board for that address (e.g. a PM to DefaultTrust or a post in an auction thread)
Then shouldn't theymos at least get back to us if there is an issue with our PM? All the threads I've read on this section thus far have been people complaining about not getting any response at all, me included! And I have double checked and verified that the PM I sent is legit on both brainwallet and blockchain.info. I don't even know if theymos is even reading his PM for that matter because there is no indication he is whatsoever.