ScottyUK - any practical details on the coil construction should you remember them from such a long time ago

would be most welcome! E.g. - how many turns and what gauge wire? What did you use as a former? And, most importantly, how did you get the two ends to meet as closely as possible in an also easy-to-disconnect way??? That's what I'm really scratching my head over. The CWT series from PEM looks like it uses a tubing Tee connector but I can't imagine how that would work AND the coil be accurate as the coil ends will, by necessity, be at least two diameters apart from each other... this is supposedly Very Bad.
Gunnar - Interesting observations. I'm going to need to measure current rise times in the 50-300nS range so it would seem the PEM integrator is not up to the task for me anyway.
The most common solution to integrator saturation is to short out the integrator capacitor with a FET either periodically, on demand by the operator or, ideally, at every zero-crossing. Frankly, trying to pull off the latter without sampling the voltage of the circuit under test seems a bit difficult, though.
Thanks for the picture of your home-brewed coil!
FYI - Athena Energy, LLC, is willing to sell the probe only - everything but the integrator, that is - for $150! That's definitely well within the budget. Also, for larger industrial applications I found out that Fluke sells Rogowski current probes. Check out the i3000S, for example. It's totally useless for my application - measuring the individual collector currents of a bank of IGBTs - but it looks perfect for buss bar monitoring, VFDs, etc... and the price is definitely right: $400US!