I've now done this on two devices, both PW5 Kids, both with a fresh upgrade to 5.17.1.0.3 before the jailbreak. Some notes after having the same experience on both devices:
1. When accessing the store, on both devices the Kindle actually did a store update and didn't run the jailbreak. On the first device I followed the troubleshooting instructions and did a factory reset, but on the second device I merely deleted the cache directory at
Code:
.active_content_sandbox/store/resource/LocalStorage
and (perhaps redundantly) copied over the .active_content_sandbox directory from the WinterBreak folder again and rebooted. The second time, the store executed the jailbreak code. Perhaps the instructions should recommend opening the store first so any pending updates happen, and then enabling airplane mode and installing the WinterBreak code after that.
2. As in
this comment I also have a new KFT item under settings that appeared after the jailbreak. It didn't appear on the second device until after the jailbreak (I checked).
3. When MRPI is done installing packages and says "Done, restarting UI . . ." the Kindle displays an Application Error dialog with the text "The selected application could not be started.
Please try again." I've been restarting the Kindle at this point but I don't know if that's necessary.