Amit at Digital Inspiration has a different strategy for establishing a comment feed on your blog (which is probably a good thing, since I'm getting a whole lot of errors from mailbucket and not so many fed comments....) Update: Had made a dumb mistake w/ the forwarding... have fixed it & feed should now be enabled.
Anyway, enough about me. What about Amit's hack? Well... His solution involves a second blog.
This method relies on a two-step e-mail hop for your comment notification. First you set up your second blog, then establish a post by e-mail address for that blog. Then, (here's the clever part) you make the comment notification address of your main blog the same as the post by e-mail address on your comments blog.
For more information, and a detailed how-to, see Digital Inspiration. Great hack!! Thanks, Amit!!