An update, having now tried this on a toy Gitlab/Github instance.
It looks like this still relies on Gitlab's support for mirroring an external repo, which relies on polling. This is less than awesome, because it means we're back into the (many) minutes latency range from pushing changes to seeing them appear in the mirrored repo (and therefore CI). When I did this before, we had to set up a mirror on our own machines to get this latency down into the ~1 minute range, otherwise it was unusable.
What appears to have been added was syncing the build status from CI builds back to Github. That part seems to work as intended.
There does appear to be a Gitlab API for triggering a mirror update, but I don't see an easy way to get that hooked up to Github out of the box. The CI status feature would be much more aweseome with the addition of push-based mirroring.
Edit: And the problem with mirroring manually like we did before is that there isn't a clean way to mirror pull requests (it requires manipulating web APIs, not just pushing a Git repo). So if we went back to that route, we wouldn't really get the seamless experience we've been hoping for.