Speedplay Frogs - what would happen if I modified them like... this?

[ny biker]

Have you tried to twist the cleat on your right shoe as much as possible to get a slight bit of toe-out? I've had to do this, as I naturally toe-out also. There is a little bit of twist play in the way the cleats attach to the shoe.

I would try this first. With my old SPDs, the cleat on the right shoe had to be at a crazy angle to avoid knee pain. It's not so extreme now with the Speedplays that I have, but they did do cleat adjustments when they put the new pedals on my bike.