eBay won't exactly make funneling easy, after all it's designed to put more money in your pocket, not that of eBay. You won't get away with external links in general listings, but there are simple things you can do.
The first I suggest is using you website's email for eBay. So let's say your website was called "lotsoflittlethings.com", then your email address would be something like, "firstname.lastname@example.org" Now you can use that email address in your eBay listing, anyone with half a brain will be able to tell that you have a website and what it's called!
You can of course make mention that you do have a website in an eBay listing, you are just unable to promote the actual URL ......... unless, and here is a little sneak ......... you are using classified advertising!
With classified advertising, you are in fact able to market your URL in your listing, so you can drive traffic direct to your store off eBay. Now not every category gives you a classified listing option, so you may have to be a little creative as to how you connect the dots there.
Another option to funnel off eBay is by developing a newsletter. Creating a monthly newsletter and making it enticing for customers to sign up is a great way to use eBay as a funnel.
Of course your newsletter would be sent directly to them, not through eBay, so again, open marketing platform for you.
It's also worth noting that once a customer has emailed you through the eBay system, you are able to openly market an off eBay site to them, even through the eBay system, but only once someone has first emailed you.
The idea with this idea is of course to minimize the amount of money you are giving to eBay, while maximising your traffic flow off site. This is an area where you have to be a little smart as well. For example, not mush use fully stocking your eBay store with the exact same stock as you have in your site, everyone will just buy through eBay if you do that.
You need to identify key products in all your genres, choosing a limited amount of products from your stock profile to best target customers. What I mean is choose products that you know customers are looking for.
My suggestion, list them at break even on eBay, unless you find you can afford to list higher, still being competitive. This is an important part of funneling however, you have to remember that you're key objective in using eBay is not to make money, it's to generate traffic to your off eBay store. So if that means listing at cost to ensure you are getting the sale, then that is a successful sale.
Of course there are two benefits to this method to consider, you're not only developing your sales funnel, but you are also hurting your competitors on eBay as well. Especially those short sighted ones only using eBay as their sole distribution channel!
Starting from scratch, it's a long term strategy for success for sure, not short term. That said, the sooner you start planning for ultimate success, the sooner you can make it happen : )
I hope there is some tips in there that you'll find handy!