I settled on a 2-tap delay running at the same oversampling rate as the oscillator. The first tap is an allpass filter(attenuates its own feedback on output); the second is a comb filter(simple copy of the original signal).
It probably needs plenty more testing before I've sorted out all the bugs, and the best way to do that is to provide some interface to explore the synth. I might make a SFXR clone sometime soon, as I get the graphics implementation together and start making it more of an "engine".
The example is a "dry" signal followed by a "wet" (effected) signal.