To me, I'll be honest, it just seems intuitive that Agile Weapon Property on an Amulet of Mighty Fists simply would work on natural weapons. Outside of a quick snippet about weapon balance (which seems to be fluff--it actually does more to harm the idea that Agile Weapon Property is magical at all and simply a physical property, but I digress), it seems really straightforward.
It was suggested I do a quick check of the Paizo boards. I'm not exactly accustomed to their website, but I muddled through it. I could not find an official rules clarification either way, but there is a general consensus and it appears to be very strongly yes:
http://paizo.com/threads/rzs2qmfz?Agile-Amulet-of-Mighty-Fist#1
http://paizo.com/threads/rzs2pspy?Agile-and-Amulet-of-Mighty-Fists#1
http://paizo.com/threads/rzs2oi8v?Amulet-of-mighty-fists-and-agile-does-it-work#1
http://paizo.com/threads/rzs2p9zm?Can-you-add-Agile-to-an-Amulet-of-Mighty-Fists#1
http://paizo.com/threads/rzs2plqi?Amulet-of-Mighty-Fists-and-Agile-melee-weapon#1
Other threads exist where the OP talks about his Monk with AoMF/Agile and has some question about some detail on how it works... people just assume it does.
As an aside, is the official cost 4k x (bonus squared) gold? I know they've fiddled it.
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