In the second listing, the instance returned by GetBar() is not created and managed by the container, but by the recursive mocking behavior of regular mocks. Only instances created as part of dependency injection (constructor argument injection or property injection) are managed by the container and can be arranged directly from the container.
The correct arrangement in the second listing would be:
container.Arrange<IFoo>(x => x.GetBar().DoNothing()).OccursOnce();
as IFoo is a dependency injected into Baz and hence is managed by the container.
Check out the Telerik Platform - the only platform that combines a rich set of UI tools with powerful cloud services to develop web, hybrid and native mobile apps.