Now I'm absolutely certain that I will NOT use this to power any micorcontroller projects anymore without massive precautions.

My AVR ATmega chips seem to have survived this treatment so far, but I will NOT power the ATxmega boards with this thing directly. This cries for an additional voltage regulator + Zener diode just in case.

These spikes happen when turning on the output of the power supply (switched by relais). I haven't tested if any overshoot happens when pressing the voltage-increment buttons. It would be quite sad if changing the output by +-0.1V would create spikes.