Joakim-
Yeah, I noticed a garbage ECFG occasionally, but I haven't looked in months.
You don't need to follow ESRI's advice, and build the ECFG every time you run set-up on your build machine.
Unless the GUIDs have changed, just build it once, put a (good) copy of the ECFG in another permanent folder, and add that (to source control and) as a resource to your project.
In your SetUp project, add the CATID folder to the 'File System on Target Machine', and just install the good old copy of ECFG that you saved as a resource, rather than the new ECFG that's created after each build.
Hope that helps.