Well, that didn't take long. After doing some research (on Ravelry naturally) and getting my head around the construction, I was actually really keen to give this a go. What you can see here is the tip of the shawl's left arm (as shown here) where it joins up with the central swirl.
The two join at the point of that conveniently placed bamboo double-pointed needle which is actually disguising the fact that I got carried away and also did the grafting. So yes, at that point you continue to knit those eight stitches and join them every other row to one of the live stitches from the swirl, in the same manner that you would attach a knitted-on edging. Just the same as the knitted-on edging on the knitted veil. Lucky I got all that practice in there.
And lest it seem that all this In the Pink knitting is just a way of avoiding the knitted veil - not so! The knitted veil is done, finished, complete and there has not been the dreaded anti-climax at the end of a major project but rather a feeling of complete and utter triumph. Having said which, I don't feel quite ready to write anything about it so I'm knitting instead.