It works or me, and I have a similar setup. Make sure there are no permission issues with your config folder. It creates .conf files, and it it cannot create that file, you may not see the configurator, the .conf file and corresponding entities.
as a follow-through on this new way of setting-up Hue: do you still have the hue: bridges: host etc in your configuration.yaml? Or is that taken out completely now. In my setup, the discovery component wouldn’t create the phue.conf, so i was lucky to have it backed up
also, how to set the allow_hue_groups and allow_unreachable with the new discovery setup, no mentioning of these parameters in the docs?