I have the same problem, when we publish a new post in our site, in our Facebook page dosen't appear the feature images, just shows a gray square.
Look, I just published a post in our site, but don't take the feature image, take the image inserted into the post. And in the previous posts do not appear the feature image.
I read in http://jetpack.me/support/publicize/#using-publicize that the Featured image should be at least of 200 x 200 pixels, but our Featured Images are bigger than that. And the order to select images by Publicize is first Featured Image, then an image attached to the post and inserted.. But in our case we have Featured Image, but don't take it. Take the images inserted into the post.
Can you help me? Please.