Thanks to everyone who responded. The answer appears to be that there is no answer.
Thanks to Jim Mischel for this link in the comments, which may provide a start: stackoverflow.com/q/4106120/56778
Also to Hans Passant for his comment 'You'll have to get to the IFileDialogEvents. It isn't entirely impossible but you'll get no help from WPF.'
I have a deadline for which this feature isn't critical, so I'm abandoning this for now. If I ever come up with a solution I'll post it here.