I came across a product called Sugru in the IEE magazine. It seems to be a sort of silicone putty that cures to a soft-touch surface. It's part of a family of products called formerol which can be adapted to different consistencies so it's possible a version more suitable for extrusion could be made.
I've contacted the designer and found her quite interested with offers of samples etc. but as I haven't built my reprap yet I can't do very much. There's a 'drop-in hackwarium' on Saturday 14th in Bethnal Green which might be of interest to someone.