MJP said:

I might have to think this through a little more, but typically you want your “rounding offset” (which snaps the texels of your shadow map to a fixed grid in world space) to be a translation applied to your projection matrix rather than being baked into the X/Y scale factors. Here's how I …

I managed to get them working, I added texel-snapping part from MJP Shadows project, and calculated frustum centroid manually and not using BoundingSphere, I don't know if that also makes a difference, but I don't care to check at this moment (I have some suspicions why they give different results)…