aphid, it seems the immigration lawyer did give you very wrong advice and as you describe it I think you sent at least a hundred times more than you should have (I'm serious here, no exaggeration).
If he really told you to send so much rubbish, you should report him for incompetence and gross professional misconduct!
I'm in a similar situation, though not exactly the same. I have a LTD company together with a friend; we are both 50% shareholder as well as employees of our own company. We are of course registered with Companies House as an actively trading company, and we are also VAT registered. Our payroll matters are handled by our accountant, so we do do have fancy payslips (as you call them). We pay ourselves a very low salary; most of our income is paid as dividends (as a result of our tax optimisation strategy).
However, all I ever sent to UKBA to support EEA applications of my wife was a single letter signed by the company secretary (the wife of my friend). Just a very short letter, something like:
I confirm that (mr X) has been employed by (company Y) in the role of director from (start date) until present, and is expected to continue to do so in the foreseeable future.
UKBA never questioned me about exercising treaty rights, and as I am worker no CSI is needed.
If UKBA has any doubts about the company, they can easily check with Companies House and HMRC themselves.