The method I posted before doesn't seem to work the way I thought it would.
This, on the other hand, works like a charm:
And it's the simplest method I could come up with. Setting it to fall when Jump is pressed won't mess things up when you're jumping without holding down because it processes the jump before the fall, it seems.
By the way, David... the Yes and No seem to be reversed in the "Fall through platforms" dropdown
(which means that in event 3 you're actually telling Construct to fall, and in event 2 you're telling it not to)