OK mooncow, I think we should start with that 'one little sentence' in your second para, because you've now taken two paras to recap the whole of your original second para as it applies to me.
Yes, I objected to the 'sudoku' element of the solve (and this time I can appreciate your ironic tone, because I was in no way delicate when I did so). Where there is no 'irony' is in my being unwilling to accept this as a normal endgame for a Listener crossword puzzle - outside of the 4 numericals per year!
For those who enjoy numerical puzzles - the happy solvers who have dominated this thread - this was a treat. Had it been scheduled in a numerical slot I'm sure it would have been met with universal approval (unlike here, in this slot, where it has driven away many regular solvers from the very start). Whether or not we should be tackling Listeners if we can't handle this kind of challenge? Well, I think I've already covered that.
Your final question puzzles me. Clearly, once we've solved all of the clues we have all of the letters in the message jumbled. If I'm certain I have most of the codes exactly right then I can start assembling the message. At my second attempt I had enough of the words in order, but with a few stray letters that were fairly easily relocated. There's no need for me to back-solve any clues, but I can refine my 'options' for the miscoded letters alphabetically (I think Darla offered some support for the 'trial and error' approach somewhere in the thread).
I believe this is how things operated at Bletchley Park - they didn't need all of the code, just enough of it to make headway. They didn't have enough time to spend perfecting everything because the Enigma codes were changed too frequently. I could be wrong, it's a long time since I've read anything about it but that's my belief.
I hope that covers everything, I can't remember the rest and it's getting late.
Goodnight, mooncow.