Using FeedMe 2.x with a custom authentication mechanism
So, here's what I've found after after some research. It is certainly possible to create your own datatypes. Support for it, looks to have been added since around 2.0.1. Previously, the feed type field wasn't able to have custom types as it was a fixed list, but with hooks it is now possible. There is a great plugin that shows how to add custom data types here:

https://github.com/surprisehighway/craft-feedmehelper

You do need a Pro license to use custom data types however.

Unfortunately, the documentation for data types is currently TBA on Verbb's website: https://verbb.io/craft-plugins/feed-me/docs/developers/data-types, so this is going off looking through the code of both the helper plugin and FeedMe itself. Hopefully that will be added at some point. 

The way to add your own data/feed type is to call the registerFeedMeDataTypes() function in a plugin, register the datatype:

public function registerFeedMeDataTypes()
{
    return array(
        new MyCustomFeedMeDataType(),
    );
}


You'd import the MyCustomFeedMeDataType class, with Craft::import in the plugin init() function

Then in your datatype class:

&lt;?php
namespace Craft;

class MyCustomFeedMeDataType extends BaseFeedMeDataType
{
   // Custom data type stuff here
}


The datatype should then appear in the feed type dropdown within the FeedMe feeds section in Craft for selection. By default it will use part of the class name for the field label/value, you can also set a specific name, according to this pull request:

https://github.com/verbb/feed-me/pull/172

Quick and reasonably simple in the end, but certainly provides better custom integration options for my project now!

Hope this helps other Craft CMS folk!