Yeah, it sounds like capacitive coupling causing a slight voltage that can cause flickering, it's usually down to a capacitor in the ballast power circuit that charges slowly and discharges quickly with enough current to strike or partially strike the lamp.
When you say it was happening with the switch 'closed' do you mean the switch was in the off position or the on position.
If the switch was off and the lamps were flickering you can either leave one incandescent lamp somewhere in the circuit or you can install a snubber resistor somewhere like in the switch box for example.
You may find that certain brands of CFL are more or less prone to flickering so you could try a different make of lamp as well.
If you want to try a resistor then I'd suggest maybe a 400ohm would be a place to start and maybe drop to 200ohm if the problem persists. We made up an r-c snubbers recently for LED lamps with a similar problem and we used a 320ohm resistor and a 0.1uF cap in parallel. The snubber is wired in parallel with the lamps (between switched live and neutral), you can locate it in one of the fittings or in the back-box of the switch.
There's also a final option I can think of where you can replace the switch with a 2-way switch, wire perm live on the Nc terminal, switched live to the common and neutral to the No contact. This will short the switched live and neutral when the light is switched off. I'm not a big fan of this option because it can cause confusion in future for other electricians who might not be so wide awake plus you need a neutral in the switch which tends to open a whole other can of worms on this forum. I suppose you could use the CPC for this function as well, it is a functional earth after all
*runs for cover*