Jev, we are having the same problems. In my case I'm using a 32gb memory stick pro duo, and my psp is a 1006 version. I frequently encounter those problems when entering/exiting games, but as you describe it, in-game there are no problems. I have tried what you had and nothing has also worked out for me. AFAIK 8gb should be no problems since most people use 8gb cards, why don't you try a memory stick pro card? Others here are using 2 16gb micro sd's and they work without problems.
I tried a fake 1gb and it worked for me, I encounter no problems when exiting.
Do you also encounter difficulty connecting to USB mode? I am also having difficulties here... Once it goes to USB mode at first it just loads, and nothing will happen it won't read the memory stick. I have to eject it and place it back and there it reads it quickly.