I am in error. The supersymmetric gauge interactions displayed in my original post does not violate CP. (my analysis was obviously in error, as the transformation rule I gave above is wrong).

What is true, however, is that these interactions violate P. It would be nice to get a double check on my claim.

I am in error. The supersymmetric gauge interactions displayed in my original post does not violate CP. The error is in the transformation rule I gave above. Under CP, the chiral superfields should transform:

$$CP:\qquad \Phi_L\rightarrow\Phi_L^*,\enspace \Phi_R\rightarrow\Phi_R^*$$

Therefore these interactions only violate P. This is something that I can come to grips with (rather than CP violation). It would be nice to get a double check on my claim.