This worked well with Tomcat 4.1.10. The differences from what you did was that mod_jk.c was in jakarta-tomcat-connectors-4.1.10-src/jk/native/apache-1.3/ and there wasn't any build script. I just cut-and-pasted your build-macosx.sh, configured it and ran it in mod_jk.c's directory.
The only other thing I added was a virtual server for Cocoon.
JkMount /*.jsp ajp12
JkMount /examples/servlet/* ajp12
JkMount /cocoon/* ajp12
The entire thing only took about 20 minutes and I fired up http://localhost/cocoon/ just fine.
Thanks for the great instructions/guidelines, it really helped.