One added part seems to help a lot:
------------+------------- ! \ / \ ! +------------ ! ! !/ e ! In ------! PNP --- !\ c --- ! ! +------------------- Out \ ! / ! \ ! ! ! +------------ ! V D1 --- ! GND
At high frequencies, both In and Out are refered to ground. This impoved CMRR. Adding the diode D1 seems to reduce distortion by a factor of 2.