I did this or something:
Get VirtualDub: Open it, add GIF to it, then export all layers to a folder.
Open each exported layer in Photoshop, do the whole transparent thing using alpha layers and whatnot, then export as a TARGA file.
Finally use VTFEdit, Import File, and select all TARGA files that are part of the GIF. It will start from whichever one is the lowest (001, 002, 003, ...)
Done!