I also am hitting this nasty wall. Does not work in any combo - disconnect/connect, set, no set (direct array or single value usage) - nothing. Just does not save - any relation (1:1 and 1:n). Even more - in my case it does not work with POST or PUT. Very very nasty issue which gives me headaches for 3 days now - docs are clear but behavior is just not as described.
@ITLackey did you try to report this as a bug (because it sure seems like one)?