Mia X shader granted with correct use can give very convincing results, to the right is an image I rendered by only using a HDR map and FG without lights.
The Result is very satisfactory.
I will be uploading a How To Shortly for this render as well.
Background shader does not work with FG on in Mental Ray, That is why we have given a better option for CG and Live plate solutions from mental ray, and thats is nothing but mip_matteshadow.
Tomorrow, I will be adding a small Tutorial on how to make the image below, nothing fancy, but gets the job done.