So the Lutron kit came today and it was super easy to install. The Pronto learned the 10 commands from its IR remote with no problem. I stuck one of the repeater LEDs from the RFX600 onto the face of the switch to make sure it gets the signals and it all works fine!

The only potential bummer that I wasnt expecting was the Lutron does not have a 'reverse direction' function. So you seem to be stuck with the direction it wants to spin the fan. For me its not a problem since the way it spins is the way I usually use the fan, but I could understand some people being frustrated that they cant control the direction.

I'd recommend scanning ebay or froogle for a reasonable price, but for an off the shelf solution it works great.