If I remember correctly, you need to do it in close range, which is being right next to your dazed opponent. If you haven't already been doing this, hold block so you won't jump while doing the D-Pad commands, then quickly release block and quickly tap block again to finish the fatality command.

I hope this helped.

It worked, man. Thanks. It's been fucking years since I started trying it.

You're welcome!
*Heroic pose, with a flowing cape*