Since you're overriding the template, you need to attach to the class's properties yourself.
Declare a border in the template in the following fashion:
<Border BorderBrush="{TemplateBinding BorderBrush}" BorderThickness="{TemplateBinding BorderThickness}"/>
Also, you've got a small bug. You've defined the setter for "BorderBrush" multiple times in your style.
Edit: After seeing your image, here's your real issue:
<Microsoft_Windows_Themes:BulletChrome Background="{TemplateBinding Background}" BorderThickness="{TemplateBinding BorderThickness}" BorderBrush="{TemplateBinding BorderBrush}" IsChecked="{TemplateBinding IsChecked}" IsRound="false" RenderMouseOver="{TemplateBinding IsMouseOver}" RenderPressed="{TemplateBinding IsPressed}"/>
You were missing the BorderThickness in your bullet. It was effectively setting your thickness to 0, which is why you didn't see anything.