VyOS won't establish BFD connection to bird

This is working for me (just replace your IP):

vyos@vyos# show | commands | match bfd
set protocols bfd peer 10.0.0.2 multihop
set protocols bfd peer 10.0.0.2 profile 'TEST'
set protocols bfd peer 10.0.0.2 source address '10.0.0.1'
set protocols bfd profile TEST interval multiplier '3'
set protocols bfd profile TEST interval receive '300'
set protocols bfd profile TEST interval transmit '300'

vyos@vyos# run show bfd peers brief 
Session count: 1
SessionId  LocalAddress                             PeerAddress                             Status         
=========  ============                             ===========                             ======         
1337796944 10.0.0.1                                 10.0.0.2                                up