Yes, this is my first non-bandlimited synth and I'm taking the problems as I go. But, honestly, I'm really enjoying doing this way and am loving the sound. I'm really just making what I want to make for my own enjoyment (but I would, of course, love to finish it and get it out for the purpose of making ass-kicking music).Careful there. Your filter is probably not analog, and therefore can possibly only attempt to model the analog behavior up to some finite frequency. By feeding it with something that isn't band-limited just means feeding it stuff (namely alias) that isn't there in the analog version.
You pick a road and you deal with the consequences. That's one reason the differences between approaches get so exciting. I chose this approach: "On the topic of oversampling, it is speculated that the Nord synths simply generate "naive" waveforms at a very high samplerate; then downsampling (with a proper LPF) is performed at the output. This has the added advantage that higher-order modulations will not alias noticably (for instance, ring mod and FM)." (from http://ccrma-www.stanford.edu/~dfl/220b/hw4.htm)
Sure, not all approaches will be successful. But I've done bandlimited before and I'm really learning a lot going down another path.
I do most certainly appreciate you pointing out some of the dangers I face.

