I did basically what you are contemplating. After making the basic MDF boxes, I then made a second outer baffle, consisting of MDF with a solid wood frame. The trick is to think ahead a little. For example:

* Veneer the MDF portion of the outer baffle BEFORE you add the pieces that will create the frame.

* It's easier to do the round offs before cutting the strips that will form the frame. Take your solid wood board, round off one side, then cut the rounded-off strip off of the board.

I've made the front baffles so the frame is flush with the rest of the baffle, on the theory that soundwaves probably don't like the projections they would "see" if the frame were proud. YMMV.

Whether doing solid wood frames on not, I almost always double my front baffle anyway, on the theory that the thicker it is, the less prone it should be to flexing and resonating. Don't know whether it's true.

I don't have a picture of my Pi 2's, but here's a photo of another speaker with zebrawood veneer and a solid cherry frame.

• Zebrawood Veneer w/ Solid Cherry Frame