I've tried this again yesterday and, funny enough, it just worked. The modules now respond to the config commands. I have no idea what I've done differently this time.
I'm still interested if someone has used these modules before. I'd be surprised if noone has used them. They seem to be made for the Arduino world... 
I still have a few things that are not quite clear and there doesn't seem to be much documentation around.
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what is the 16 bit Module ID used for? Can this be used to address a specific transceiver instead of sending everything to all transceivers on the same channel?
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do I need to build a mechanism into the protocol that avoids accidentally sending any of the config commands in the data stream?