If I hold down a button in 'play once' Tnn.WAV mode, it will repeat!
That's right, after it is done playing the sound it will check the buttons and find that the one you have held down is pressed so it will play it again - this is normal!
If you want to have it play a sound only once through, even if the button is held down, you can try making a sound with very long empty noise at the end, then use TnnHOLD mode so that it will play an empty noise. Then when the button is released and re-pressed it will start at the beginning. OGG type is best for this since it is compressed
I don't have short delays between loops, whats up with that?
The microconroller on board has to look through the entire filesystem every time it detects a button press, so the key to making loops short is keeping the filesystem clean and small.
Once you have your setup the way you want, make sure the SD card is empty, even reformat it with the 'blank' image if you've copy n pasted files around! Use WAV format not OGG because WAV plays faster. Also, make sure you are using T00 slot since that is the first button checked.