How Can You Exclude Categories From Your RSS Feeds?

It’s been broken since 3.1, see:
http://core.trac.wordpress.org/ticket/16622
and also
http://wordpress.org/support/topic/wp-31-breaks-rss-customization-via-exclude_category
NOTE: Otto’s suggested fix in that thread doesn’t work for me.

Ticket suggests patch will go in for 3.1.1 and i can confirm that currently filters on pre_get_posts or parse_query fail for feeds(unfortunately).

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