Ok, so maybe I wasn't going about things the best way... I'll include how I solved it for others. I'd still really like to see a tutorial though, as I'd really like to be able to start using CoolJ for my codesmithing duties. :-)
I created a folder for my own templates, and added 2 files. 1 was the template, and the other the templatebinding. The binding (whose ID must be Custom_EntityAdapterTemplate) will be sucked in automatically by CoolJ
<?xml version="1.0"?>
<templateBindings xmlns="http://sd/llblgen/pro/templateBindingsDefinition.xsd" name="VC.Validation.NET20"
description ="Template bindings for creating partial classes that use the generated validators"
precedenceLevel="10">
<supportedPlatforms>
<platform name=".NET 2.0"/>
</supportedPlatforms>
<language name="C#">
<!-- Generic template bindings -->
<templateBinding templateID="Custom_EntityAdapterTemplate" filename="VC.EntityValidator.template"/>
</language>
</templateBindings>
The template content is
/// <summary>
/// Creates the validator object for this entity. Routine is called from the entity constructor. Implement in an entity
/// class to set a particular entity validator object at construction time.
/// </summary>
/// <returns></returns>
protected override IValidator CreateValidator()
{
return new <[RootNamespace]>.ValidatorClasses.<[CurrentEntityName]>Validator();
}