I don't think they ever did.
Going from Wikipedia:
Year: Brunson NBA team:Ollie NBA team
1997-1998: Portland: Dallas/Orlando
1998-1999:CBA: Sacramento/Orlando
1999-2000: Knicks/Celtics: Philadephia
2000-2001:Knicks: Nets/76ers
2001-2002: Portland: Bulls/Pacers
2002-2003:Bulls/Raptors: Bucks/Sonics
2003-2004:Bulls: Cleveland
2004-2005:Clippers: 76ers
2005-2006: Seattle/Houston: 76ers
2006-2007:none: 76ers
2007-2008: none: 76ers
2008-2009: none:Timberwolves
2009-2010: none: OKC
Pre-NBA both graduated in 1995.
From 1995-1997 both had stints on the CT Pride, but I'm not sure they ever actually played together or not.
Obviously they both played during the same time and probably competed for many of the same jobs, considering they were similar caliber players. It's pretty understandable that they would have never been on the same NBA team.
Some other UConn connections:
Brunson was a director of basketball operations from 2007-2009 at UVA under Dave Leitao.
He was also an assistant coach for the Bobcats this past year which had Kemba/Adrien and Gordon.