Yes the egs002 works fine, but will need to have better current shutdown than the on board one. You need a small transformer to control the ac voltage as well.... do not use the generic system they show in the egs002 data sheets.
The pJ boards are ok, and the ct can be replaced with a current torroid or equivelent to replace the CT.... then yes 2-5uf can be used off board to shape the final wave ( thats what they are for ).... you mayneed to change the resistor across the CT to allow for the different voltages generated by the torroid current coil. you will find it if you trace back from the CT.
The caps you show will work, but there are better cheaper alternatives available too.....
Have not used split core current devices, but they should work fine, just re-calibrate for them.
A lot of more recent development has taken place over here
http://www.thebackshed.com/forum/forum_topics.asp?FID=4plenty of projects using the 8010, and a few 002 boards.
the PJ is still a good board.
........oztules