There are several ways to solve this problem and for once, I’ll try to approach the least complex solutions first:
- Make a dedicated post to which you link back from the posts you comment on. E.g. using your dedicated post url as your blog-url on the commented post.
- Tag posts you comments with on your favourite bookmarking site and pull in the feed for that tag on your blog.
- Goad the blogosphere into creating a functionality that automatically pings your ‘recently commented upon’ list.
Ahh: and you might want to read the actual post: 10 Reasons Commenting is Good For Bloggers (I wanted to leave a comment there with a link to this post, as this post is an external comment of sorts – unfortunately comments are closed.)
Comments
And then of course please comment if you have further ideas or…comments 
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Update:
Solution #2 actually works and can be seen in the sidebar under ‘Comments on other Blogs’
