Yes, I think it would be really helpful to add a Frequently Asked Questions page like http://docs.jquery.com/Frequently_Asked_Questions to http://jqueryui.com/demos/ under the "For Developers" section. This could be useful for answering other questions of this nature.
Regarding the feature ticket, I don't know that cloning should be supported. I was originally trying to point out a potential bug in the destroy method on draggables (also applies to resizables) which excludes cloned elements. I've been through the code but I'm not quite sure why it doesn't destroy clones at this point.
As a workaround I simply copied all the code from the destroy method and used the selector for my cloned items to destroy them. But that's obviously undesirable:
.removeClass("ui-draggable ui-draggable-dragging ui-draggable-disabled");