DeltaV on Talk Polywell brought up the following development as a possible solution to the brittleness problem:
A novel, more resilient compound material has now been developed by Max Planck Institute for Plasma Physics (IPP) at Garching. It consists of homogeneous tungsten with coated tungsten wires embedded. A feasibility study has just shown the basic suitability of the new compound.
Read more at: http://phys.org/news/2013-05-brittle-material-toughened-tungsten-fibre-reinforced-tungsten.html#jCp
Potential drawbacks I see are availability and cost, and DeltaV suggested that the outside surface should probably be free of fibers to prevent arcing.