I just tried to build the latest vim (version 6.1 beta) with the latest perl (DEVEL15372) and it worked. Magically. And my build of perl was ithreads- and perlio-enabled. Cool, uh? The only difficult part was to figure out to specify an alternative perl, built with -Dversiononly (this means that the binary is named perl5.7.3 instead of perl). The configure command-line for vim should be something like:
vi_cv_path_perl=/opt/perl/bin/perl5.7.3 ./configure --enable-perlinterp ...
Have fun.