No I have no extra project but the demo is completly open-source so take a look at the PPE_skycube.fx file wich includes the whole skycuberendering.
The different passes for the bloom and lightshafts use the following effects:
PPE_glow_mask -> PPE_glow -> PPE_glow2 -> PPE_final
The suffix shows the quality-level for wich the file is used

If you want so use similar effects for you project take a look at shade-c.
I´m not sure if it supports multi-pass radialblur for the lightshafts yet, but my code is not really usefull for others then me...and eventually it was not a shader-template contest
