Summary for the impatient
It appears that vCDNI-backed port groups can’t be bridged together other than via their “uplink” ports. This is because they are not learning bridges (Well, duh!). Enabling promiscuous mode doesn’t help things very much (in fact, it makes them worse), and neither does enabling forged transmits. My conclusion: vCDNI-backed port groups are not an example of “network virtualisation”; however this, as far as I can tell, was done on purpose.