Calibration with OpenCV is not really difficult. You have to calibrate the Kinect intrinsic parameter first (the RGB camera) with a basic chessboard. Then you stick the chessboard on a white plane where you project another chessboard with your projector. Using the printed chessboard and the calibrated kinect you can compute the plane equation and therefore the projected chessboard coordinates... which leads to an intrinsic calibration of the projector and the relative transformation between projector and camera.
Regarding the depth problem with Cinder-Kinect, you might want to consider using OpenNI as it use firmware information to translate depthmap into real world info and is not dependant of the hardcoded calibration done on another kinect... Also you have a wonderful function to directly distord your depthmap to fit your rgb image and thus you don't need to calibrate the transformation between those two.