Yep, I keep a hash of the incoming number and associate that with the path. The path itself is not based on the hash, so it can't leak information that way and as a pleasant side-effect it wouldn't be hard to make customizable.
I think some kind of command over SMS is a good idea for setting settings. I guess if the settings got too complicated, maybe a command to send back a link to a settings page. But I think I'd rather not let it get too complicated.