Hi,
to be able to activate the Fusion window without clicking into it, you will have to not release the mouse grab eplicitely (i.e. via commandapple key), but by moving your mouse simply out of the window, either literally moving the mouse over the edge of the window from inside, or by hitting ctrlalt+arrow to move to another space in Spaces. If you do it this way, than after moving your mouse to the window again, i.e. literally, or by moving to the same space, the mouse will be directly inside the Fusion window (works both for single window or fullscreen mode). At least this works for me.