I too am working to connect the GM862 to a micro. I haven’t made it happen yet, however I want to answer a few of your questions in the hope that you will figure it out and let me know…
This is what I have done and things seem fine, thus far:
You must carefully de-solder the jumpers labeled TX and RX on the eval board – just to the left of the USB plug. After you remove the small solder blobs, you do not want to connect anything else there. This is to de-couple the GSM module from the CP2101 and allow your micro to communicate with the GSM. If you will use your own power supply (which I imagine you will), you must also de-solder a very small, unlabeled jumper just to the right of the USB plug and just above the “Bâ€