I think that would work, your chain would be:
Console with a JP21 RGB scart out > converter cable > Euro RGB scart > Transcoder (CSY-2100) > Component > Samsung CRT
I have no idea how good that CSY is. Another option would be to transcode the XRGBmini output (HDMI/DVI?) to component and leave it in your chain.
Pretty late follow up, but I've actually built this setup! The first thing to verify was whether my old Samsung CRT (TXR-2035) could handle 240p over component. I have a PS2 with component cables, a really good natural way to find out! And it did. And it looked more beautiful than anything I've ever seen on this screen. (please forgive the iPhone images)
For the RGB -> Component box,
I ended up going with this. It's really well built, handed everything perfectly without adjustment, and included stereo out in the same unit.
I've since gotten into the TV's service menu and made a handful of really nice adjustments around overscan and picture quality. I am simply blown away by how good it looks. The next thing to sort out will be sound, because the speakers on the set make basic sound luxurious. Didn't take pictures, but the Saturn looked glorious. As did the Neo Geo:
Even my old Sega CD, in all its delicious, grainy FMV!
So all in all, I'm rather excited at the second life I'm about to wring out of this CRT. I'd like to try a PVM some day, but I am in great hands until such a day. Well worth going after if you are in a similar situation.