How best to organize a review paper that includes some of my own data?
I have seen examples of the type of paper you're writing, but it's not a very common format. Most likely, the journal is going to dictate what you need to do. That said, my decision in this situation would depend on how much your simulated data contribute to the overall manuscript. 

For instance, if your example is included solely as a sort of cartoon illustration, then very little or no explanation of how it was generated would be necessary. This does not seem to be the case with your example though.

An alternative approach would be to give a bare minimum description of how the data were generated in the same paragraph where you describe or expound on the theoretical point you're illustrating. Whether or not this makes for a clunky paragraph depends mostly on how much information you think you need to convey.

One final thought: if the simulated data are enough to develop into a separate methods manuscript, you might want to go that route, and leave your review article a standard synthesis of previous work.