Ok, I'm blushing here.... I was looking at the wrong place to find this error. My session saveHandler was working just fine (so I can recommend Mike Willbanks his work if you want libmemcached session management).
What did go wrong then? Well, besides switching from file to libmemcached, I also switched from setting up my session in bootstrap to setting it up in my application.ini. So, instead of putting lines like
session.cookie_domain = mydomain.com
in my application.ini (which were then used in bootstrap as options to setup my session), I now, properly, wrote
resources.session.cookie_domain = mydomain.com
And this is were things went wrong, because.... I only changed those lines for production, I forgot to change them further down the ini file. In other words, my development env. got the cookie_domain of my production env., which is wrong as I use an other domain name during devolepment. So, on every page load, my cookie was invalidaded and a new session started. Mysterie solved...