Ok, a fast test from my K-30. I switched it to RAW+ mode and made a shot.
JPEG made by the camera is 4928 x 3264 pixels, 6.18Mb.
DNG file contains two embedded JPEGs:
640 x 480, 33Kb
4928 x 3264, 1.19Mb.
The VGA-sized preview can be extracted by ExifTool, and to get the second picture I had to use a hex-editor.
The "Picture Compare" feature in FastStone shows rather strong JPEG artifacts in the embedded image. But they become visible at 200% and higher magnification.
Here's a screenshot with the camera JPEG on the left and embedded picture on the right:
I can upload the pictures somewhere if anyone wants to take a closer look.