That's a great feature I didn't know about either Rob_D. Historically I've always got around this issue by setting up the mail profile as the shared mailbox. When the new mail account wizard asks for an email address, type in the shared one instead of the users email address. The only place to use the user's details is when prompted for credentials. This makes the mail profile under the shared mailbox and you can open the user's mailbox as an additional mailbox.
Of course, this means all sent items go into the shared mailbox instead - which might just be moving your problem.