Whereas default amulets of mighty fists (+1, +2, etc) seem to work correctly, if one is customized from the base amulet of mighty fists with some magic weapon special abilities, it does not seem to be adding the bonus to attack and damage of the base plus. So an amulet of mighty fists +1 (frost) isn't adding +1 to attack and damage for natural attacks. It seems to be functioning okay for unarmed strikes and flurry of blows though.
This was as of revision 23595.
Are you using the correct Amulet of Mighty Fists? I think there are two sets of them.
I'm speaking of when you go to the base Amulet of Many Fists without any plusses listed and then customize to make your own with a + to hit and damage coupled with some weapon special ability (for example, frost or flaming). The premade amulet of mighty fists items with a listed plus (+1, +2, +3, etc.) seem to work but don't allow for the selection of weapon abilities.