Thanks again, Ken. After more research and learning I managed to make it work. Though in the end, I settled on simply deleting all .gif images instead of looking for third-party serving because in practice they tend to be hosted locally, even if the link is pointing elsewhere. (But the third-party search can be done, Privoxy provides a variable $host and custom option 'D' to use it.)
As an aside, I must say it's not easy finding info on Perl-style regex/grep if you're not actually coding in Perl. For the life of me I haven't been able to find authoritative info on setting delimiters, and was thrown by Privoxy's liberal use of things other than "/". And so on.
Will keep learning!
Karl