Researching all of the photos of RGS and D&RGW engines in Bob Grandt's books and Dennis O'Berry's book, I found that most of the C-16, 17,18, and 19 class along with the K-27,28 and 36 class seem to have had the appliance thru the 1930's.
The earliest photo that I found of an engine with the setup was #226 in September, 1926 and the last photo of an engine that I found with the setup still in place was #471 in June of 1941, although #458 shows a single pipe going in to the smoke box in Sept, 1941 but the return is plugged off.
I did not check on the T-12's but it is obvious from Earl's post that they had these also and #168 being retired in the late 1930's backs up that they from that time period.
Interestingly enough, I did not find a single picture of a K-37 with anything like this.
I also found several pictures of engines from the 1940's that have a box on either the fireman or engineers side of the smokebox with piping going into it and it appears that this is something that was done after the previous piping was removed but whether the piping actually went into the smokebox or not you cannot tell because there is a box over it.
361,454,456 and 463 all had this.