Why does hook_menu_link not work? theme_menu_link allegedly "Returns HTML for a menu link and submenu."

In attempting to use this 'hook' I added code to my template.php as such:

function themename_menu_link(array $vars) {
  dpm($vars);
}


It didn't work.  Nothing appears.

I confirmed that the template.php code is executing and cleared caches several times.

Every other hook_ or theme_ function I've tested runs without issue, however this one does not.

I've also tested the alternative method, themename_menu_link__your_menu_name with no success.  The code seems to be ignored.
Try print_r instead of dpm --

function theme_menu_link(array $variables) {
  return print_r($variables['element']);
}


or use hook_menu_link_alter --

hook_menu_link_alter($variables){
  var_dump($variables);
}