Just to answer the random notes around the thread and also to summarize:

The watchdog timer was disabled during programming.
The interrupt worked exactly as expected (that is, it DID provide a 'tick' every
millisecond).

Writing the interrupt in pure assembly, saving Wreg,STATUS, FSR0L, and FSR0H
produced EXACTLY the same result as using a modified "Tim Box" routine which saves the same registers as above PLUS all the PBP registers.

Does this prove that HSEROUT cannot be interrupted? I have a question in to MELabs.