This falls into the category of "What I learned this Week".

If you've ever tried lofting between profiles drawn with multiple sketch entities, you know that the loft connectors can be terribly fussy and difficult to control (see LoftHard.jpg).

I was recently advised to use the Fit Spline tool to convert those multiple sketch entities into a single closed spline (Tools>Spline Tools>Fit Spline). Once you've launched the Fit Spline tool, select the entities in the graphics window. The help system does a good job of explaining the options, but I found that Constrained with the default tolerance was very convenient.

After editing each individual profile sketch to convert it to a spline, the lofting went much easier (see LoftEasy.jpg). Sliding the connectors around on the splines offers much finer and more intuitive control.

The attached zip file has the models used to create the images (Golda.jpg is the finished product). I found it impossible to make Golda with "Loft Sections 1.sldprt"; with the splines in "Loft Sections 2.sldprt" it took a little bit of connector dragging, but it wasn't that hard.

These modeling examples just demonstrate the technique - I can't imagine what value the Golda product would have. Perhaps a trophy to the amazing people behind Solidworks!

By the way, if you're using guide curves, use Pierce to make certain that the guide curve intersects each loft section profile.

Many thanks to M.A.B. for taking the time to show this to me!