Ha! No luck with the Global Land 1-km Base Elevation Project data BUT... I found that GMTED2010 has even better data, at 7.5arcsec instead of 30arcsec. And I had no trouble importing and merging the files using Skalimoi's instructions here.

So, it all seemed to work... but now I can't find the damned output file! Grr.

But thanks, Redrobes. As always, you are a scholar and a gentleman. I tried to rep you, but I'm told that I have repped you too much already...