'fallThrough' is used if no other object intercepted the event. Placing UICamera on your main camera means that all your game objects will be getting events (assuming they have colliders), so 'fallThrough' is less likely to work. For example if you have a Terrain, clicking on the Terrain will then call its OnClick on any script attached to it, rather than going to your fallThrough object.
If you want a copy of all events, whether they were handled or not, use UICamera.genericEventHandler instead.
OnMouse* events are Unity events, not NGUI. NGUI's equivalents are OnHover, OnPress, and OnClick.