I got this running. In the hope that it may help others, I give some details 
here.

It turned out that I was on the right track - it *was* the space in my Windows 
username which was making cron complain. The simple addition of a (basically 
completely fake but plausible) MAILTO line in the crontab got past the UNSAFE 
and the cron job started working, more or less. Brian also mentioned that he 
used a MAILTO, which was helpful. Thanks!

That was not quite the end of the story. With the cron job working, I went 
looking for the output.
I couldn't use a real email address in the MAILTO because I don't know how to persuade sendmail to 
use the SMTP SUBMIT protocol (anyone?), but it took me some time to find the cron.log file, which 
was hiding in "/cygdrive/c/cygwin64/home/Jonathan Clark". I didn't even know that 
directory existed, so this was all terribly exciting. Setting HOME in the crontab to my 
"real" HOME (or at least somewhere I could remember to look) solved that problem.

While poking around Vixie's source code I ran across this bug fix:
https://github.com/vixie/cron/commit/690fc534c7316e2cf6ff16b8e83ba7734b5186d2
which I am fairly sure explains my observation of the delay in picking up a 
changed crontab.

Anyway, thanks for the help! And thanks again to everyone for the work on 
cygwin.

Jonathan


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