also I've never used counterwallet before - how do I use it with an address generated using vanitygen or electrum (so I can work with NVOTs), for example?
You just need to control the private key to the address(es) you've used to invest with. All you have to do is import the private key(s) into counterwallet. Pretty simple. This guide covers investing with counterwallet, albeit it does not mention importing private keys: https://medium.com/nvo-exchange/how-to-contribute-to-the-nvo-crowdsale-d3e4453e3d7d
yes, I saw this article, however looking at the counterwallet you can import only the 12 words you get to re-generate the wallet, the only thing I found for importing the address using privkey to counterparty/counterwallet was a sweep option