Okay, I think this is done and dusted, with the possible exception of the initials.
I definitely fall down on the side of those who are delighted by the final (non-required) steps--I was astonished as I saw what it all added up to!
I've found what I understand to be the initials of the condemned man, but it didn't require changing anything in the grid, so I think perhaps I've misunderstood the instructions (that sentence in the preamble isn't entirely clear to me). The letters I've found are strictly "consecutive", but they are not linearly arranged, if that makes sense. Not sure if that means I'm skipping a step.