After you enter the EKA you have to wait for at least five minutes (but less than ten minutes) before you open the door and start the engine.
Darn it. I didn't know about this time window following EKA entry. Was so pleased it worked and extinguished the immobiliser light that I went off to celebrate and didn't come back 'till 24hrs later to find it'd reset itself.
Will try again, thanks Pscan.