Okay, I've thought about it a bit. To be safe, it would have to have a proper mains fuse (not one of those "fusible" resistors), and a thermal cutoff so that if it is overheated, it at least fails safely rather than exploding. To be reliable, the electrolytic capacitor has to be from a good manufacturer and rated for the job.
The closest CFL I've seen to properly made is a 10W Mirabella; it has a small glass input fuse and a 4.7µF 400V AiSHi CD11GH series capacitor (not a high-quality brand, but it has suitable specifications and is larger than usual for the lamp power). Still no thermal cutoff, and no inrush limiting for that matter. It does have a ferrite coil in one side of the mains, and there is provision for a small (7.5mm lead pitch, presumably ≈33nF) X2 capacitor that was never installed.
Of course, they would also have to be manufactured responsibly, and it's probably not that long before they lose to LEDs.
