I reported failings of mkmk about 3 months ago (for CS3). Admittedly, they've never advertised it was working. I tested with Rogier van Dalen's Legendum, which has (AFAICT) proper mark and mkmk support. Just not for InDesign!
Since you are testing, can you do this: type a base character, then a mark (which should go over the preceding character), then another character in another font? That fails just miserably in CS3 -- the mark feature loses all its magic properties, and the mark gets set as a spacing diacritic.