Hmmm, so if anyone else is wondering about this, I think I've got it working. (There are some old tutorials floating around here and on Simtropolis that were somewhat helpful.) Gmax doesn't seem to like textures made for Blender's internal renderer, but it seems to be OK with Cycles render. Haven't been entirely successful yet - there are still some wrinkles to be ironed out - but this does seem to be do-able, which is good news for me, at least, because Gmax makes my head hurt