Hi - had some fun with previews, might be of some use to you:

• - When you click preview in the admin UI, Umbraco generates a clone of the XML from the node your previewing down, but of course with the difference of including the current unpublished node. You can see these files in the \app_data\previews folder.
  The files are named with a Guid, while you're in preview mode you will see that Guid in a cookie in your browser. When you click the end preview, the cookie is removed, but the file is left (note this causes us some problems as we have a 50MB content XML, so we have a scheduled task clearing these at midnight).
• - One problem for your scenario is that Umbraco requires a User in the preview logic - but perhaps creating a new "PreviewUser" and use that globally wouuld work. Below is the source from the Umbraco Preview.aspx.cs - maybe try placing that on your own MemberPreview.aspx page and have a play with passing in a dedicated user:

        protected void Page_Load(object sender, EventArgs e)
        {
            Document d = new Document(int.Parse(helper.Request("id")));
            bool includeChildren = true; //  !String.IsNullOrEmpty(UmbracoContext.Current.Request["children"]) ? true : false;
            PreviewContent pc = new PreviewContent(Guid.NewGuid());
            pc.PrepareDocument(base.getUser(), d, includeChildren);
            pc.SavePreviewSet();
            docLit.Text = d.Text;
            changeSetUrl.Text = pc.PreviewsetPath;
            pc.ActivatePreviewCookie();
            Response.Redirect("../../" + d.Id.ToString() + ".aspx", true);
        }

Also note that you can disable the "IncludeChildren" to generate a much smaller XML preview, and limit your members to only view the one page.  

Let us know how you get on - would be a nice feature to have working! :0)