There also seems to be no simple way to associate them with the blog entry to which they are related. I can assign a block that shows the first line or so of recent comments, and that block can sit at the top, bottom, left, or right of the blog entries, but the comments are all aggregated there, regardless of which blog entry they pertain to.

So far, the only way I've found to read comments in their entirety is to use the "Manage comments" tool, which obviously only works for my own blog.