A friend of mine has a rat that broke his leg a while back. She had him to the vet and they actually put the leg in a cast for I want to say three weeks, an amount of time the rat did not like. Anyway even after all of the setting and the cast it still did not really heal right and they opted to let it continue to heal on its own. Timothy (the rat) is doing great now, it never really healed right so he kind of walks funny on it but he is not in pain.
The vet at the time said that if it did not heal right they could consider amputation but it did not become necessary.
I'm going to pass this link on to Julia in hopes she can give you some more advice.
Jen