Dear Michael,
we at freexp.de are setting up Mailman and INN and are trying to get the Mail<->News facility to work. We are neither familiar with Mailman nor with Python, just being poor old Pascal programmers. ;)
I have successfully set up the same combination at TYPO3s mailing list server (see http://typo3.org/1252.html).
Sorry I can not really answer your questions, but I can tell you how I did it. My solution is a bit different to your attempt. I munge _all_ message IDs the same way.
Visit http://www.mstucki.net/files/misc/mailman/ where I have uploaded a patch for CookHeaders.py.
I don't know if this is still neccessary, but you should also check if you need to run the filter_nnrpd.pl after each NNTP post (see INN documentation).
Good luck!
- michael