Wow, thanks everyone for the pics. I really need to stop mitering and do some brazing.

Random answers to questions posed above:
gritty stuff in fillet is probably un-melted constituent metal of some sort. Would probably need to do some metallurgical analysis on a section of the fillet.

Penetration is a matter of heat control, although if your miters are horrible it might be easier to get penetration by default. I'm a little to obsessive about miters to find out