I've heard of instances where neutered males still exhibit some signs of sexual behaviour, and understand that it doesn't necessarily mean the op wasn't a success, but is more common in late neutered males.
I know Rio is a fluffy lad, but would have thought if he was entire, you'd know a) because he would have significant pom-poms and b) he would be quite pungent. Now Rio's getting more confident, I can see why you wouldn't want to rock the boat this early on with a vet visit to make sure.
Was it one of Sheila's cats that used to exhibit sexual behaviour towards a soft toy? I know someone on the forum had a neutered cat who did that (forgive me Sheila if I've cast aspersions against any of your lovely lot incorrectly!)
Of course, it may not be improper conduct at all (bless him) - he may just finally have found his feet, his confidence and latent cattitude.
Helen - interesting to note. When Ross and his "friend" young master Dickie have been play fighting these last few nights, I note that Dickie (the smaller and younger of the two) makes fierce little battle cries - no spitting, just wailing. Ross just looks bemused.....