I realised that I was thinking something else, actually:
"Can this be generalised, and made to work system-wide."
That is, could I make links for any (well-behaved) app, like so:
<app name>:///<whatever>.
Probably not. The <appname> bit just tells the system which app knows how to deal with what follows. That's my guess anyway.
But I now know how to link to something in OF from Finder, which is Good.
I suspect I can link to any object in OF: task, project, etc, as long as it has an ID. Would that be correct?