When I want midi clips with a lot of blank space at either end, I right click the clip(s) and select "Apply Trimming". Nothing appears to happen, so I do it again and then it does what I want. Why is that? I assume it's doing SOMEthing the first time, but what? And is there a way to tell Sonar to do what I want the first time Apply Trimming is selected?

Don't know the answer to the question because I've never done it that way. I just use 'bounce to clip' and it works fine.

Strange one.
 
Apply Trimming always woks fine for me, I never need to do it twice.

It's because you have a slip edited clip. First pass makes the slip boundary the new clip edge. A second time will shrink to the clip to the first and last MIDI events.