Hi there,
Basically what I'm doing is taking a point feature class, populating a double integer field with a range values (numbers reflecting bicycle compatibility, low to high), adding the feature class to the Natural Neighbor environment and setting the Z values to my bicycle compatibility field.
In your situation, are you receiving an error message? Just an empty data set? I'm not the best at trouble-shooting but I can give it shot for ya.
Cheers,
Tony