Here’s a another similar suggestion that may be interesting. Try playing live into a microphone, and simply monitoring yourself with headphones. It’s like recording, but the feedback is immediate.
The setup doesn’t have to be complicated. For example, use your regular computer microphone, plug the phones into the computer’s audio output, and activate the Loopback control or equivalent in the audio controls. Over-the-ear headphones work best, because you get less direct sound and more miked sound in your ears … which is what you want.
Advantages are: Better audio quality than, e.g., a cell phone, especially with a music-grade mike. Because you hear yourself in real time, you can experiment with whatever you’re working on, fingering or phrasing or whatever, and hear the results immediately. And by placing the microphone at some distance from you, you can hear what your whistle and your playing actually sound like to other people. It’s amazing sometimes how different this can be from what you hear directly with the fipple only a few inches from your ears.
OK, my apologies to the bard.
I’m lucky to have a stage quality microphone, studio grade closed headphones, and a small mixing board with monitor output for this sort of practice. It’s especially useful before a stage performance, because it approximates what the live sound will be like, at least at the board. And it really helps point out the lazy playing habits that creep into my playing. Embarrassment is a great motivator. 
That itself is quite poetic, I think. Nice!