Hello Nempatriarch!
If you look at the example projects, this is the best way to achieve smooth cycles in Spine, things need to go back to how they were, therefore first and last frame match. If you need to export a png sequence you can always delete the last frame (:
You can keyframe everything in one go by pressing CTRL+SHIFT+L
(nice cheat sheet here for more: http://esotericsoftware.com/spine-cheat-sheet/ )
regarding meshes, you see them broken because they're probably missing a keyframe on frame one, or the first and last frame are not exactly the same, in this case it's safer to copy either keyframe and paste it on the other to make sure they match.