Ok I've now got this working! Thanks cgrand for the pointers in the right direction!
My solution involved creating proxies for a filtered servlet and a filter chain. Code below for anyone interested.....
(def pass-through-filter
(proxy [javax.servlet.Filter] []
(doFilter
[request response #^javax.servlet.FilterChain filterchain]
(do
(.doFilter filterchain request response)))))
(defn filter-chain
[#^javax.servlet.Servlet servlet]
(proxy [javax.servlet.FilterChain] []
(doFilter
[request response]
(.service servlet request response))))
(defn filtered-servlet
[#^javax.servlet.Filter servlet-filter handler]
(let [#^javax.servlet.Servlet base-servlet (servlet handler)
the-filter-chain (filter-chain base-servlet)]
(proxy [javax.servlet.http.HttpServlet] []
(service
[request response]
(.doFilter servlet-filter request response the-filter-chain))
(init
[config]
(.init base-servlet config)))))
(defroutes my-app
(GET "/*"
(html
[:h1 "Hello Foo!!"]))
(ANY "*"
[404 "Page not found"]))
(run-server {:port 80}
"/*" (filtered-servlet pass-through-filter my-app))