Second approach to this is using the SWD protocol with my Chinese ST-Link V2 clone. That requires getting at the SWD pins. Fortunately, they are near the edge of the chip:

Then I connected it according to the pinout of my programmer (the second one):

Now just "make program" in that template, and...

openocd -f /usr/share/openocd/scripts/board/stm32f0discovery.cfg -f extra/stm32f0-openocd.cfg -c "stm_flash `pwd`/main.bin" -c shutdown
Open On-Chip Debugger 0.9.0 (2015-09-02-10:42)
Licensed under GNU GPL v2
For bug reports, read
	http://openocd.org/doc/doxygen/bugs.html
Info : The selected transport took over low-level target control. The results might differ compared to plain JTAG/SWD
adapter speed: 1000 kHz
adapter_nsrst_delay: 100
none separate
srst_only separate srst_nogate srst_open_drain connect_deassert_srst
Info : Unable to match requested speed 1000 kHz, using 950 kHz
Info : Unable to match requested speed 1000 kHz, using 950 kHz
Info : clock speed 950 kHz
Info : STLINK v2 JTAG v17 API v2 SWIM v4 VID 0x0483 PID 0x3748
Info : using stlink api v2
Info : Target voltage: 3.497322
Info : stm32f0x.cpu: hardware has 4 breakpoints, 2 watchpoints
stm_erase
Error: timed out while waiting for target halted
TARGET: stm32f0x.cpu - Not halted
in procedure 'stm_flash' 
in procedure 'reset' called at file "extra/stm32f0-openocd.cfg", line 8
in procedure 'ocd_bouncer'


Makefile:72: recipe for target 'program' failed
make: *** [program] Error 1

Failure.

I suspect that I shouldn't be using the configuration for the discovery board, but somehow write my own, however, I can't seem to be able to find any examples...