Is this normal, am I doing something wrong or is it a bug in GGSound/NESMaker?

When playing a SFX that uses, say, a noise channel, it prevents music notes playing on that channel until a next famitracker "frame" rolls around even after sfx itself stops playing.

Yes that's normal. The NES ALWAYS only has four channels. The sfx overwrite the music playing.

If you notice that the music on that channel completely stops for a long time, or permanently, you may need a stop-note on that channel in the sound effect.

Will a small guide to Famitracker / GGSound and it's limitations and what's required to be able to import into NESmaker ever be made? There's a plenty of Famitracker guides, but nothing I can find that says what can and can't be used to ensure or prevent correct importing to NESmaker. I've tried to create the simplest blips and beeps in famitracker and nothing works when imported to NESmaker.

There's definitely a GGsound site that has its limitations if you google it! Can't remember off hand where though

Vay, a lot of topics aout that (GGSound, limitations ,...) in the "Music" section of the forum:
http://nesmakers.com/viewforum.php?f=4