Before we get too far, let me point out from the start I have not got this working!
This is the original Variance Shadow Map (VSM) article I have been reading:
This is one of several Gaussian Blurs I have tried:
The process sounded simple. Take the RenderTarget for the shadow map. Apply the blur in a shader and use that blurred shadow map to render the scene.
Well after lots of late night fiddling with samples and blurs, and after solving the errors about Vector2 requiring Point filtering I still get blurred shadows that are too blurred at the wrong edge where it should be solid and still pixelated at the shadow margin where I want it blurred!
If anyone knows what important information I am missing, please post a comment telling me how.
I have stuck with my edge filtering for now and intend to try ID based shadow maps next.