Donavin came by today to help me install one of our skylights. As he promised, the installation was incredibly simple—for the most part, all we did was put it over the hole and nail it into place. It took a bit of fiddling to get it lined up correctly, but Donavin showed us an easy trick to get it right. We used a piece of 3/4" plywood to simulate the finished trim, shifting the window around until it was even on all sides.
Unfortunately, we can't use the "step flashing" kit that came with the skylights until we install the slate shingles. The pieces from the kit wind up interleaved with the roofing material. So, as a stopgap until next spring, we used Protecto wrap and tar paper around the edges. I'm worried the skylights will leak, but there isn't much we can do about it until we're ready to install the slate. We could use asphalt shingles temporarily but I know I'll never learn how to install a slate roof if we do.