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Yuval Peres
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It seems that Theorem 2 in the linked paper readily extends to variables taking values in polish spaces. The needed observation is that if the underlying random variables $X_1,\ldots,X_n$ take values in a Polish space $\Upsilon$, then the following equivalence holds:

$X_J$ and $X_K$ are conditionally independent given $X_L$ iff for all Borel functions $f:\Upsilon \to {\mathbb Z}$ with finite range, $f(X_J)$ and $f(X_K)$ are conditionally independent given $f(X_L)$.

Here $f(X_L)$ is shorthand for the sequence $\{f(x_\ell)\}_{\ell \in L}$.

Yuval Peres
  • 14.2k
  • 1
  • 28
  • 49