I've installed a (perhaps) third-party version of Lucida Grande (which I did just by opening the font in Font Book and installing),..
Okay, this makes more sense now. When you installed the third party font, by its default settings, Font Book copied that version of Lucida Grande to the Fonts folder in your user account. So you do indeed have a conflict between that font, and the one in the /System/Library/Fonts/ folder.
...but this is definitely the same warning that I was given right after the upgrade to 10.6.
Which could only mean there was already a second copy of Lucida Grande on the drive in either the /Library/Fonts/ folder, or the Fonts folder of your user account. If in the latter, then you still have just the two. If the former, you may have three separate copies of Lucida Grande on your Mac. The two that were not installed by OS X need to go.
Remove Lucida Grande from these two folders:
/Library/Fonts/
~/Library/Fonts/ (the tilde ~ means the home account you are logged into)
That should leave just the one copy of Lucida Grande in the /System/Library/Fonts/ folder.
After that, clear the font cache files from the system.
Close
all running applications. From an administrator account, open the Terminal app and enter the following command. You can also copy/paste it from here into the Terminal window:
sudo atsutil databases -remove
This removes all font cache files. Both for the system and all user font cache files. After running the command, close Terminal and
immediately restart your Mac.
Please report back with the results.
As of now, I haven't responded to the conflicts (one for Lucida Grande.ttf, one for the bold version)...
Both will clear up at the same time. A .ttc font can contain more than one typeface. So the normal and bold versions of Lucida Grande are actually both within the same file.