This question is related to a number of other questions on oAuth on the Compact Framework (one, two) but seems slightly more specific to me, as it specifically involves getting Twitters xAuth API call (meant for non web applications to be able to do oAuth) working on the Compact Framework.
Any tips are welcome.
TweetSharp is indeed a good option; I have now used this succesfully to switch @peSHIrTweets over to OAuth using the xAuth API call.