Thanks for documenting your experience. The Ledger seems like a high quality device. If I hadn't already ordered a TREZOR when I read this review, it might have made my decision a bit harder.
My TREZOR arrived yesterday, and I posted about the setup here:
https://steemit.com/security/@bacchist/steemit-s-first-trezor-paid-for-with-steem-dollars