1. Radius Patterns follow Grid Lines
The ring version of Wall of Fire says this about its area of effect:
a ring of fire with a radius of up to 5 ft. per two levels
If you turn to the back of the DMG (p. 307) or look at this answer, you can see some patterns for radius spread effects. All of them spread along square edges. They're a ring of squares, rather than a circle. In this pattern, a square can't be half in or half out, because it only travels along the lines.
(This is actually also true for line effects, as PHB p. 176 shows. If a line goes through any part of a square, the entire square is affected. For something like Wall of Fire, an entire square has to be in one state or the other to follow with this, but if you place it along the grid lines it's fairly easy to do that.)
2. Yes
As you noted, Blade Barrier doesn't give a thickness or anything to imply that it's more than a curtain of blades (in fact, it says its a curtain of blades). You can treat it the same way as Wall of Fire: draw it on the grid lines. (The rules for area of spells mention that you should draw it starting from a grid intersection, so you can follow the grid lines.)
Regardless of the shape of the area, you select the point where the
spell originates, but otherwise you don’t control which creatures or
objects the spell affects. The point of origin of a spell is always a
grid intersection. When determining whether a given creature is within
the area of a spell, count out the distance from the point of origin
in squares just as you do when moving a character or when determining
the range for a ranged attack. The only difference is that instead of
counting from the center of one square to the center of the next, you
count from intersection to intersection.
This also makes the cover part of it easy to handle: anything on one side of that grid line attacking the other side has to deal with the cover portion of the spell.
3. Creature Size Matters
If you're placing it on grid lines (as you should), then yes, you can't actually place it on top of a medium creature. Large (or bigger) creatures take up multiple squares and you could have the barrier cast such that it appears in the middle of one. That makes this part of the spell make sense:
If you evoke the barrier so that it appears where creatures are, each
creature takes damage as if passing through the wall. Each such
creature can avoid the wall (ending up on the side of its choice) and
thus take no damage by making a successful Reflex save.
Medium or smaller creatures wouldn't be damaged, as the barrier is not "where the creatures are".
4. Because the spell says so
This point has no rules-as-written answer, except because the spell says so. :)
I'd speculate that the game designers did that with the reasoning that as the spell comes into existence, someone can react and get out of the way before it can fully attack. Whereas once it's already there, someone has to go through it. But I don't know of any rules, anywhere, that explain why they did it this way.
5. Yes, you can attack
Blade Barrier says this:
Any creature passing through the wall takes 1d6 points of damage per
caster level (maximum 15d6), with a Reflex save for half damage.
By a strict reading, passing through the wall is movement. By that reading: yes, you can attack through it without taking damage. I'm not aware of any rules clarification on that point.
Anybody attacking through it does have to deal with cover:
A blade barrier provides cover (+4 bonus to AC, +2 bonus on Reflex
saves) against attacks made through it.
Yes, but they don't stack.
PHB 206:
The effects of different spells add together while the durations of those spells overlap. The effects of the same spell cast multiple times don't combine, however. Instead, the most potent effect—such as the highest bonus—from those castings applies while their durations overlap.
For your specific case, having two Walls of Fire in the same space does not double the damage. However, if it was a Wall of Fire and a Cloud of Daggers, those effects would overlap and targets in the area would take damage from both.
To answer the title question, nothing prevents the second Wall of Fire from being cast on top of the first, but it wouldn't add extra damage.
Best Answer
The spell seems to be written with the idea that the huge creature would take "waves of heat" damage on the caster's turn if the creature were in range of the "waves", and "passing through" damage on the creature's turn if they moved through the wall of fire. By a simple reading, the creature would take the "waves of heat" on your turn, and "passing through damage" on the creature's turn. The same would repeat the following round if the creature was still occupying space in both the "waves" range on the caster's turn and "passing through" range on the creature's turn.
This post is similar, though dealing with a different issue.
After re-reading the spell description, it does appear the creature takes "passing through" damage on your turn (because it's "if you evoke"). With that in mind, I think the first round, the creature would take "passing through" damage on the caster's turn, and then on their turn, if they don't (or can't) get out, "passing through" again. On subsequent rounds, I would treat is as above.