I haven't done this nor have I heard of any other Vegas user doing it either but that doesn't count for much.
I only know about this option from diggin around on the Cineform site and really they'd be by far the best ones to ask. I think they have a forum over on COW.
Basically if you can somehow capture anything to a codec that Vegas can read you should be good to go but as they say, ya never know in this game. Certainly capturing using the CF codec should be way easier than trying to capture uncompressed, you'd need a very serious RAID system to keep up with the data rate involved.
Are all the BMD codec uncompressed? Been a while since I played with them but they all used to work in Vegas, although now you could actually write the 10bit formats with 10bit data, I suppose.