In the end I couldn't find any filters that fitted, so I bought a non-Fuji lens hood from Amazon which takes standard 52mm filters without problem. Moral: don't buy the LHF-X20 unless all you want is a (very expensive) lens hood.
I was lucky enough to get a Fujifilm deal that supplied the LHF-X20 Lens Hood kit free with my new X30 - so no, I didn't pay £80 for it - but I'm having trouble fitting any other filters to it. I have a 52mm Marumi ND8 that won't fit the inner thread and some 58mm filters that won't fit the main thread (slightly too small). So, what size filters do fit the lens hood?