I actually built mine to take all the heat out of the exhaust, hence the location of the coils. It does a pretty good job of removing the heat, the exhaust is about as warm as a dryer vent. I've got 110 feet of coil, and am probably going to put an additional 50 in there to scavenge even more. In theory, I'll have enough coil in there if the exhaust temperature matches the water inlet temperature. Because I live in a doublewide, radiant and mass heat were not options for me, especially since I have to carry insurance on the place until my mortgage is paid.

By moving the furnace to the outside, I eliminated that issue. Water was the most cost effective way to pump the heat inside, so I went hydronic all the way.
I think the pictures you posted of the system you describe would work very well, I'm quite envious that you will be able to take advantage of the radiant and mass heating capabilities of a rocket stove and still manage to get hot water.

I think the rocket effect would be just as strong if not better provided the coil didn't interfere too much with the flow of hot gases. Keep us posted on your progress.