Hi Jeromy
I have been looking at the sfz situation and at why some of the files appear to load, I think it is down to the pure diversity of the SFZ format itself that may be the problem.
There are loads of ways of laying out/creating an SFZ file which is really only a text file containing info such as, a list of samples to be loaded,vel layers,regions and a whole host of other data/instructions for the sampler!The problem being that there are many,many different ways of laying out and wording/titling things within these files and unless everything is set out and named/worded in the correct manner for out parser then the correct data won't get parsed so the necessary samples are not being loaded!
Another blindinly obvious thing is the many audio formats an SFZ file/set can be made up of,wave,flac,mp3, etc etc.
We still only have use of wave files atm

So half the stuff out there would need the soundfiles converted and the SFZ re-written/edited

Pain in the ass tbh.
So the only option would be to make your own multisample sets and SFV/Text files that conform to the sm SFZ parser!
You can also do this with the WaveFileArray component and your own data parsing system quite easily!There are many ways of doing this! using the dedicated parser modules which i don't understand (others around here do) or just by making text files and parsing data from them with string array and string components.
Have a look at the Wiki i am sure there are multi sampler demo's there! And around the forum there have been a few examples posted.
But i do agree there should have been some form of clear,working multisampler demo done for the release of the new modules! or at least some decent info on how to use it
Hope that helps!
Best Regards. Jay