After building the horse from all of the parts, I ran into the following issues, and determined fixes for the next time:

1. Rockers are too short! My daughter promptly flipped off the back on her first ride, and has subsequently gone over the front a few times as well. Easy fix: longer rockers! Keep the Rider's CG inside the "pie" shaped by the rocker radius and length.
2. Mane. The mane was not thought out ahead of time, and I had to dremmel a slot in the back of the neck to glue in a bunch of yarn. The next horse will just have a wavy back that can be painted.
3. Mouth Features. The mouth didn't really look like a mouth until we added felt features to accentuate the neck line. The neck and mouth should be redone to make it easier to envision, even before painting/felting.
4. Streamlined Gcode. Now that I know how to write it, I can explore programs that will turn my drawings directly into gcode, and then modify the output directly if needed.

Next up: On to Phase 2!