My bulk copier is somewhat working now but the next time I try to issue a query on the same connection (using cl-postgres:exec-query), I'm getting "Unexpected message received: Z".  I thought that putting a "try-to-sync" after sending my CopyDone message should prevent this but apparently it doesn't.

I think your copy message handler should explicitly wait for the ReadyForQuery message if the protocol specifies that it arrives after a copy. wait-for-sync is too crude, it is used to recover from errors, shouldn't be used in regular operation.