If your unpublished gem itself has dependancies, you need to do a little massaging to get things going. Here is a technique that works for me:
mygem.worker
runtime "ruby"
#Merge in an unpublished local gem
dir '../opensource-cli-tools/facebook_exporter', '__gems__/gems'
file '../opensource-cli-tools/facebook_exporter/mygem.gemspec', '__gems__/specifications'
#Merge in a custom build script to fetch the unpublished gem's dependancies
file "Gemfile"
file "install_dependancies.sh"
remote_build_command 'chmod +x install_dependancies.sh && ./install_dependancies.sh'
#Run the puppy!
exec "run.rb"
install_dependancies.sh
echo "Installing dependancies to __gems__/"
gem install bundler --install-dir ./__gems__ --no-ri --no-rdoc
bundle install --standalone --path ./__gems__
cp -R ./__gems__/ruby/*/* ./__gems__
rm -rf ./__gems__/ruby
echo "Fixing install location of mygem"
mv ./__gems__/gems/mygem ./__gems__/gems/mygem-0.0.1