I played enough to acquire all of the bounty items. I received the Steam achievements (for all but one item, that I was offline for). The TF2 items don't show up in my Steam Inventory, but the Achievements are on my profile.
This is on OSX.
I also just saw the post about the BL2 items not being supported yet. I am frustrated that there is no mention of the lack of support on the Store page for the game. The BL2 skins were a heavy motivator for me.
It sure seams like OSX testing and compatibility is a low priority.