I found that to make rendering of feImage filters work correctly I have to call Gtk::Main::init_gtkmm_internals() before trying to use Gdk::Pixbuf. If this is not done it complains about not being able to wrap GdkPixbuf. With this change it suddenly seems to work just fine.
However, I have no idea where it should be put. At the moment I put it in nr-filter-image.cpp (because that was were the problem was occurring), but it would probably be better to do it while starting Inkscape. However, it should also be called for Inkview. And perhaps it should be called after/before some other things?
So, if someone who is a bit more familiar with GtkMM (and Inkscape's initialization) could have a look at this, that would be great. This very simply change will make feImage's with references to files work automagically :) (There are probably still a few caveats, but still.)