Its working. 
I must have made a mistake when I initially set up my RC filter. I caught myself recently placing the resistor to ground in front of the cap, so it might have been a bug like that.
Now it looks like this. The great thing is that I didn’t even had to modify the schematic at all. After the RC filter (10uf / 10k), even 5V p/p signals can be transformed into sines. I’ve also made the circuit in circuitlab and I must say that it is a perfect little toy to play around with in a simulator 
I think this makes for a fun extension of a VCO because if you turn R1 into a proper knob, you can use it to fade between triangle, sine and something that resembles pulse which is pretty awesome for a little circuit like this. Making this voltage controlled would be a great exercise. Perhaps this is possible using an LM13700, which might be a next exercise for me to try.
I’m definitely going to check out other waveshaping circuits. Does anyone have any good & simple one I can try out?
Thanks again 