Salut Richard !
That's a great setup, but it did require re-wiring between the wall thermostat and the Aube relay. That works great in a build/renovate context, but it's not very efficient as a retrofit solution. The other issue, albeit a small one, is that the relay is either opened or closed. It won't "cycle" or "pulse" your baseboard as a regular electronic thermostat would, thus overshooting the target temperature every time. It's not huge, but it will eventually end up costing more on the long run as a bit of electricity is wasted on every cycle.
We are still working on this, even got a working prototype running, but it's an absolute pain. There is red tape everywhere I look and the "ZWave alliance" does not look keen on helping the small guys get started. The worst red tape comes from CSA, as it should. If anyone knows of an electronic, line-voltage thermostat OEM manufacturer, we're having the hardest time locating one. I'm about to board a plane to China and knock on doors !