I noticed my oemcopy.cmd needed to be changed to work from inside a running windows install. All files/folders are in the same directory (like "OEMCOPY" as the oemcopy.cmd file. This is what works for me:
copy oemlogo.bmp %SystemRoot%\System32\
copy oeminfo.ini %SystemRoot%\System32\
copy oobeinfo.ini %SystemRoot%\system32\oobe\
copy themes\*.* %SystemRoot%\Resources\Themes\
copy walls\*.* %SystemRoot%\Web\Wallpaper\
Now to figure out why my winnt.sif entry didn't set the wallpaper correctly.
maybe winnt.sif should be CustomDefaultThemeFile=%SystemRoot%\Resources\Themes\Gateway.theme
and there is no space inside themes, it just seems to add it on this post...