We are looking to fetch a list of open proxies with the intention of disallowing messages originating from those IPs to go through our system. There doesn't seem to be anything even resembling an authoritative list on the net, let alone being in a simple format that doesn't require parsing.
Has anybody done anything like this before and, if so, how did you deal with it?
Just probe the incoming IP. That's what most IRC networks do to stop proxies connecting to them.
You're doomed to failure -- proxies move around and change constantly. There can be no list that will ever have a significant number of them on it. There are also things like tor, which allow anyone to become a proxy for a hidden network of users.
Generally to cope with this sort of situation, you set up your server to deny access to IPs that are hitting you with too much traffic, or some other metric that indicates they're up to no good.