And one last "Gotcha" that I forgot to mention earlier - bits 0 and 1 of
OSCCON *MUST* be set to "00".

Even though you are running off the Internal Oscillator Block, if you
enable the PLL, you have to configure for PRIMARY OSCILLATOR.

Summary -

To run off the Internal oscillator and use the 4X PLL:

Set OSCCON bits 6 through 4 for either 8MHz (111) or 4MHz (110) and OSCCON
bits 1 and 0 for PRIMARY OSCILLATOR (00)

Set OSCTUNE.6 = 1 to enable the PLL.

In that order!