I finally have my Russian visa. Everything went very smoothly. I couriered the documents to my contact in Hong Kong, he took them into the Russian consulate there who accepted them without problem, he picked up my passport with my visa the following day, and couriered it back to me in Beijing. Absolute smoothness compared to my battles at the Shanghai branch.
I'm incredibly grateful to my friend's friend in Hong Kong who did the legwork for me. He runs a bookshop so if you're ever in Hong Kong, please drop into HK Readers at 7/F, 68 Sai Yeung Choi Street South, Mongkok and consider buying something. Its website is http://www.hkreaders.com/?page_id=47
My girlfriend has arrived from NZ and we will spend a week or so exploring Beijing before starting on the Trans-Mongolian Express. Mongolian visas are relatively easy to get apparently and we will aim to cross over into Russia on 27 August.
The only difficulty that occurred was when I tried to check in to a hotel in Beijing without a passport. One hotel didn't have a problem but the next one, where we had pre-booked, would not accept me despite me having a photocopy of my passport and Chinese visa and despite several phone calls to the authorities. In the end, my girlfriend checked into the hotel alone and I 'visited' over the next couple of days until my passport came back. The first night a very officious reception staff member knocked on the door to check that I was not staying there. I hid in the bathroom. The next day my girlfriend went to reception to check-out, saying that we'd find somewhere else that would let me stay. Suddenly there was much conversation at the reception as the hotel stood to lose quite a bit of money as we had booked in for a week, the end result of which was that we stayed and the staff were a lot less adamant about making sure my 'visits' were only brief.