How can I featurise / store changes to a view provided by a module? In my case, Workbench and Workbench Moderation. Workbench Moderation gives me a "My Drafts" and "Needs review" view which I can edit to my taste, but I can't see a way of featurising the view or preserving my modifications in some way. 

Is there an approach for this?
As far as I know, you cannot featurize a view that is provided by a module. What you can do is clone the view and featurize that. 

I don't know about the Workbench modules specifically, but some modules allow you to choose which view is displayed via the UI. If they don't allow that, you will likely need to go in and modify the view call manually in a custom module.