I have finished this new example for ofxKinect, which is based off the original. It uses ofxGui and ofxDelaunay. This example includes an offset for the step value which, personally, creates a better visualization of the point cloud, when seen as points and when modified as triangles.
It also seems to be a bit more stable when done as triangles, but that may be a lowered framerate on a macbook air.
You can see the results (with pictures!) here:
An example of the difference between the two looks would be this one: https://raw.githubusercontent.com/nosarious/kinect-gui/master/offsetAndNot.jpg