OK, another furtooli owner needs to confirm. When I stop a recording (by hitting the standby button), I just wait for the LCD screen to confirm that it's done saving (seems like there's a couple of messages in quick succession), and then I slide the record lever as soon as it's clear, but not before! (sliding the record lever during recording does nothing).
EDIT: I'm an idiot. Figured out what I was doing wrong, but I'm on my way out of town and can't post proper results for a few days.
On listening back, I can't hear any loss of music. It may not be seamless, so I wouldn't recommend doing this during a song, but between songs I think you'd have no problem. I have the 2 second record buffer ON, so maybe that's the key.