I have exactly the same problem as described....... 
  
I have got the HTC hero. It pairs fine, but refuses to connect. My previous phone was a HTC dual and this worked fine. It does state in the hero's User manual....... 
  
The phone supports the following Bluetooth profiles: Headset, Handsfree, A2DP, and AVRCP. 
  
I am not sure what the OEM module is supposed to be compatible with? Anyone know if it is different? 
  
I have also fired off an e-mail to HTC, asking the difference between my old and new phone. 
  
I will post any update. Perhaps they could add retro support on another firmware release? 
  
Cheers