Fucco,
It is my understanding that what you posted is correct, and just a limitation of having a loocked bootloader. The recovery uses the 2nd.init bypass which only happens with a normal boot. So as I understand it, right now you would have to rsd light the fzx file and then restore your nandroid. I presume the fzx would wipe the internal sd, so right now you you may want to manually move a copy of your back-up to sd-ext. A couple of folks have confirmed this is the way you have to do things in the event of a soft brick. Things may change with Rom manager and possibly with CVPC's recovery, but as it stands right now I think this is what we have. In my years with the D1 I got spoiled by having my nandroids from recovery (boot), but it is what it is.
It is my guess that as more phones come out with the sd and sd-ext, we will see some changes with the recoveries that we have to deal with this. I do know that with CVPC's "unofficial" recovery, the back-ups are stored on sd-ext, so perhaps the official one will also do so. Just a guess. And both recoveries will install and work on the phone at the same time.
Craig