Hi Jonas,
I have adapted several of the examples to be SQL-SQL, since the providers are real P2P.
So I would imagine that doing a sync between SQLCE-SQLCE should also not be an issue.
The documentation does make a few references to 2 SQLCE peers being able to sync with each other.
So you should be able to use any of the SQL-SQLCE samples available [http://code.msdn.microsoft.com/sync] to convert them to be SQLCE-SQLCE.
Regarding the VS tooling: be carefull, this tooling only supports the 'Offline scenario' providers, which are not suitable for your needs. You need to use the 'Collaboration scenario' providers. Unforutnately there is absolutely no tooling support for these.
Tip: Whenever you read anything about MSF, make sure that it applies to the Collaboration providers. It might save you a lot of time and possible problems.
HTH,
Rudi