Did you have any luck?
It is a bit of a pain. The best way I found to do it was to setup a XWindows server somewhere (even on a windows PC if you like, but a normal Linux graphical installation will have it by default).
Use SSH to logon to your core and set your display to the xserver running.
eg: export DISPLAY=192.168.0.123:0.0
and then run mythtv-setup from there. It should come up on your machine and you can follow the standard setup instructions.