I have a Boss RC-10R hooked up to my Pod Go and it's working great. A couple of things:
I have it in the FX Loop, set to Stereo FX Loop. You have to make sure that the FX Loop is active and not bypassed (I do bypass it if I want the loop off quickly).
Moved the FX Loop to the last block in the signal chain
Be careful if you're using the Amp out depending on where you're tapping the signal. If it's pre-Cab and the FX Loop is last in the chain you won't get the loops. So either move the FX Loop earlier in the chain (but be careful because then any effects blocks after the FX Loop will also be applied to the loop signal), change the setting of the Amp Out, or hook up to the Main Out.
So that's basically it. Boils down to: be careful where in the signal chain you have the loop, relative to where you're going out to the amp. If you need fancier routing options you would probably need something in the Helix family.