My rogue has only been able to skill up on mobs I can get exp from. I intimidated orc pawns all over commons without a single skill up (was funny as heck to watch though). I instead tried on blue mobs and it started to skill up. I have been able to proc my serated bone dirk and use intimidate to solo certain blue mobs now - and have my intimidation skill maxed for my level. Having never played a rogue on live, I assumed this is how it is intended to work - although pick pocket can be skilled up on greens. I did find conversation that states you should be able to skill up on anything targetable - but I have not found that to be the case:
http://everquest.allakhazam.com/db/skills.html?skill=55