The generated gssproxy.conf file does contain non-expanded macros:
cred_store = ccache:FILE:@gpclidir@/krb5cc_%U cred_store = client_keytab:@gpclidir@/%U.keytab
Fixed with http://fedorapeople.org/cgit/gd/public_git/gss-proxy.git/commit/?h=master-wip&id=c691e87
Fixed with v0.2.1
Metadata Update from @gd: - Issue assigned to gd - Issue set to the milestone: 2013 April