I'm not sure if this has been mentioned (I have not read all 4 pages of posts), and it may not fix everyone's issues with Full Screen and the new mission control, but go to the desktop you want the full screen fusion app in, then you can right click on the Fusion icon in the dock, choose options, and assign to a desktop from there. You will now be able to use the ctrl + # to move to that desktop. If you are running multiple VMs, then I bet you can simply Command tilde between the VMS at this point (I have not tested it). I believe that this resolves the problem mentioned by the OP and several others, as I searched for the solution to this problem and found this forum post as the number one hit, and it is my problem, and assign to desktop fixed the problem for me.
Some usage notes: I use one VM on a laptop I never connect to a larger monitor, and multiple VMs on a work laptop on a very large monitor. This solution works on the one VM laptop. The multiple VM laptop I keep the vms in windowed mode so I have not run into this issue there (27" cinema display means not having to cuss out Mountain Lion's spaces implementation or Fusions's Implementation of Full Screen).
I hope this helps!
Nick