There's a number of siege queues with banned players in which have stalled. I'm currently not playing Humper on Yellow 14/14 so there's another fortnight's wait before I can time him out, and on the orange 21/3 the queue has stalled due to neither of the players starting it.

I feel that there's no reason that the games shouldn't start immediately - if you've gone after a siege board you have to expect to play. Also banned players should be removed from siege queues when they are banned to prevent this.

The other thing I want to ask is is there an ettiquette about who you should challenge in sieges. I got most of my siege boards by beating players with lower ratings and am going on a 'don't take more than one board off any player rated less than me' basis (assuming I remember). On the other hand there's always 2000+ players prepared to take a board off me so why feel sorry. What do people think?

I think this is a difficult question. In fact rating should play no role in siege challenges. Normally you don't know against whom you come up if there is a queue.
On the site suggestion I suggested to couple the colours of the "castles" to rating bands, but that was never considered evidently.

I think there are no ethical limitations as of now.