Looking at ics now. There's a converter here: http://manas.tungare.name/projects/yahoo2ical/

which supposedly is designed to work with Yahoo Calendar exports in Outlook csv format, or just Outlook calendar exports in the same format. Unfortunately it doesn't work in my first test. Similar problems to GPE Contacts, it fails with a "UTF-8 encoding error", location unspecified in a 600 Kbyte file.

Update: I tried the Yahoo -> Outlook csv -> Google Calendar -> ics -> GPE Calendar route. It's possible to do this operation entirely on the N800, but microB has some bugs displaying the Google Calendar page which makes it difficult. This multi-step transfer actually works for a few simple appointments, but a full-scale transfer produces a "Server Error" page from Google (although it seems to have done the import), and an "invalid character" from GPE Calendar when it tries to import the 1.3 Mbyte ics file exported by Google.

Looks like GPE Calendar has the same overly-picky input preferences as Contacts, and another painstaking testing process is going to be necessary to pin down the problems with any import of a practical scale.