If Newsbin is stuck because of a corrupt GZ file, you'll need to clear the deck. With Newsbin running, you could probably tell which GZ file it is by moving them all out of the import folder, the one that won't move is the stuck one. Then you could exit Newsbin and just delete that one.
If you delete GZ files, you'll lose headers but, if something is stuck, you don't have much choice.
I assumed the import dir was some place to used as temp stash for downloaded headers as a fix for some of the more serious problems with header downloads getting repeatedly interrupted.
But if you're saying delete those files then what is the point of them in the first place?
No. GZ files are used because with headers compression, you can download headers at 600 Mbps which is too fast to feed them into the database in real time. Instead they queue and are fed into the database in turn. You only delete them if they're bad.