NXP i2c temperature probe locking up
For completeness I'll answer my own question.
This appears to be a chip problem. My revision of the datasheet does not mention lock up issues but the versions of the datasheet on the NXP website do. This is a lesson to get the datasheet from the manufacturer, not from a link on Farnell or Radionics.
Section 14. Application information now reads:

The SE95 is sensitive to power supplies with ramp-up time &lt;2 ms and
could NACK or hang the I2C-bus.
If the power supply ramp-up time is &lt;2 ms, use an RC network with
R = 300 ohms C = 10 uF, as shown in Figure 18, to add about 3 ms to the
ramp-up time.

I switch the power to the chip via a MOSFET after making sure the 3.3V is
stable. The chip is decoupled with 100nF and is often the only one on
that line so the rise time is very fast.
There you go. Not the first time I've seen stackexchange posts which turned
out to be chip errata. Microcontrollers are especially ones to check very closely.