After much Googling the only Mailchimp CakePHP stuff I can find are two different Components.
Whilst these are great (big thanks to the authors for sharing them), I'm looking for a datasource that I can use.
This will give me my automagic validation as usual.
I've heard rumours on the #CakePHP IRC channel that one exists, but can't track the author down. If all else fails I'll take the bull by the horns and attempt a go myself, but I'm sure someone would have done a better job already.