Greetings Dan. Great article!
I have a question regarding the output table snapshots.trace_data. Data makes it into this table when the Trace server and MDW servers are the same, but not when they're different. The jobs run without error, etc. but data simply never arrives. I ran a trace on the MDW server to see if anything was happening during the collection/ load phase and there is some activity related to these, but not the actual load.