I did it!
After much experimentation, I found a method of combining scales and loom-knitting that I was actually satisfied with. This method will likely work with needle-knitting and crochet as well. Unfortunately, it is rather time-consuming.
The secret is: knit the item first, then add the scales by doing scale-maille, with two important differences:
1. The instructions given by TRL
link the scales together from the back, going from the top to the bottom. This method links the scales together from the front, going from the bottom to the top.
2. As well as linking the scales to each other with the rings, link them to the knitting, by putting rings through the stitches at the same time as one is putting them through the scales.
The tricky bit is that the gauge of the stitches is likely not to match the spacing of the scales, so you will have to figure out some sort of compromise while still trying to keep the attachments at regular intervals. Fortunately, it isn't necessary to attach every ring to a stitch; every second ring will still work, so long as you pull up the scales so they're stretched out. This works with both large and small scales.
Some would ask "If you're going to do traditional scale-maille anyway, why bother with the knitting?"
The answer to that is that the knitting provides protection for bare skin, is more comfortable to wear, and fits better because of its elasticity.
Another reason is that it is actually more stable to work with than straight scale-maille, since the scales are resting on the knitting instead of flipping over while you're working on the maille.
So, I made myself a long fingerless glove (bracer)!( cut for PICTURE )
I did it!
See also this post
for some "in progress" photographs.