grease pencil howto get bezier curves

I need to create a lot of bezier curves following objects that are in a background photo. Grease pencil is supposed to do that?
So I select draw from the tool menu, I select stroke from the gp on the properties menu and I draw. Hit enter and then click on convert, select Bezier curves … and nothing???
I have tried the view, cursor and surface from the properties panel but nothing…

So what should I do at this stage?

Why are you not drawing Bezier curves to get Bezier curves???
Also. are you sure it’s not just hidden by the GP? Look in the outliner for something like GP layer.
Also, you should not have some other object selected when you draw your stroke, I have found, although I think this may not be always true…

If you are going to use this method you will need the simplify curves addon enabled, which is a bit quirky but quite functional.

Here on linux 64 bit, blender from buildbot 2014-07-21, GP gets converted into Curves if i press Convert. You do not say which OS or blender version you use.
Ctrl_clicking to add Curve points in edit mode is more sound option imho too ^^ - less points to manipulate later. If there are no previously selected points Ctrl_click starts new curve (in the same Curve object).