OK, more experiment news!
I ran the 40W with a string of LEDlights and had much better results (with both my dimmer and the X10 dimmer).
So, it's the holding current (aforementioned); the 40W draws enough current to keep the TRIAC satisfied.
[Maybe three or four strings together would draw enough to keep the TRIAC happy, the two I have didn't cut the mustard, but the lamp seals the deal.]
Powertail... Yes, I couldn't remember, thinking what was it "free tail" or "zero tail". (:
I don't know how well that works with the holiday lights.
PowerSwitch Tail.
Guess what?
What?
They can't do fading. And they're $26