Haven't checked for a while but im pretty sure i've seen "downgrader kit's" for sale on ebay which included a Pandora AND and MMS, so i would have though it was legal to sell them.
Also, installing CFW is not illegal, it is the pirating of games that is.
You should be fine.
A pandora battery is perfectly legal...they sell them on Amazon.co.uk and several other reputable sites.
Im pretty sure an MMS is not illegal as well. Afterdawn does not allow links to copyrighted info etc, and the guide in the stickies gives a direct download link to the MMS files.
HERE is someone selling a PSP with Pandora's Battery and MMS on ebay.co.uk.
HERE is another one. Reading the description on this one though it looks like ebay took it down, so it has been relisted stating that they do not infringe any copyrights etc. As long as you put that on they should be ok with the listing i assume.
In any case, i doubt very much you would have any trouble from lawyers etc lol, more likely ebay would simply end the listing if they didnt like it.
hope that helps.
ibizaGTi
EDIT: I found THIS listing on ebay.com for just a MMS aswell.