Thanks for the write up - seems like a solid approach to structure the walk through.
The only problem I have is "do walkthroughs work at all?". My guess it only for minority of users (albeit a significant one).
Have been playing with another approach using push messages and pictures to give users an interactive experience where they "learn by doing" - wrote it up here
I guess It should be possible to combine it with this 3x3 approach; must try it out...