My wild guess is this isn't possible exactly as you've described. While Fusion lets you customize some shortcuts, I believe this is only for what gets forwarded to the guest, not what Fusion itself uses.
Normally you can override application shortcuts in System Preferences > Keyboard > Keyboard Shortcuts, but a quick test showed that this doesn't quite work. Fusion uses two different menu items for entering and exiting fullscreen (since it's actually a tristate, as you can also go to Unity); you can't map the same keyboard shortcut to two different menu items. You can, however, map Command-Option-F to Full Screen and something else (say Command-Option-Shift-F) to Single Widow. I just tried that and it worked for me.
