My EFW arrived yesterday, and tonight I assembled everything. Putting the filters into the wheel is fiddly (definitely not as good as the Xagyl setup). However as you can see from the pics, it's solidly bolted together.
Skippysky suggests I might have a chance at partial clear skies tomorrow night. However, I've got to sort out the spacers from the above to the TSFlat2.5 on the scope. The above uses 50mm (I think) and I need another 45mm. I suspect I won't the right amount of M68 spacers to connect correctly. Tomorrow's task to determine.