@tizz: But are you using the %%tag%% variable (or the %%category%% one) in the titles ? and do you have more than one tag/category assigned to posts ?
I looked in the code and in certain cases where more than one tag/category would be returned, they will be returned comma-delimited. The 'Help'-tab for SEO->Titles and Meta also acknowledges that the values returned are comma-delimited ;-).
However, the initial advise you gave is absolutely the way to go for 90% of the issues reported here, as for a lot of them, WP SEO is not to blame, but the theme or another plugin which is doing it wrong. WP SEO is just an easy scapegoat in those cases ;-)
So please, do keep giving people that advise!