  We prove a functional limit theorem for vector-valued functionals of the
fractional Ornstein-Uhlenbeck process, providing the foundation for the
fluctuation theory of slow/fast systems driven by such a noise. Our main
contribution is on the joint convergence to a limit with both Gaussian and
non-Gaussian components. This is valid for any $L^2$ functions, whereas for
functions with stronger integrability properties the convergence is shown to
hold in the H\"older topology. As an application we prove a `rough creation'
result, i.e. the weak convergence of a family of random smooth curves to a
non-Markovian random process with rough sample paths. This includes the second
order problem and the kinetic fractional Brownian motion model.
