Can you suggest some good real live and not too simplistic implementations based on Caliburn Micro where the source code is available to study approaches to common problems and "best practises"?
Have you had a look at the Caliburn.Micro contest winners for 2010? I don't know if they are too simple for your needs, and how up to date the projects are in relation to changes in the framework since they were submitted, but you could try there.
I'm not sure what common problems and best practices you are referring to over and above the samples that Rob provides on the CodePlex site.