One thing to note in BG2 is that the party member quests are usually done in stages. Say for example after you've done the first thing they ask, sometimes you get a messenger 3 days (even 10 days) later to continue that story. So if you swap party members quite frequently, you can end up with overlapping stuff to do all of a sudden.
My question - I'm not sure if you can miss stuff by kicking them out either, because if the NPC is not in your party after the set time, the messenger does not show up. Perhaps when you recruit them again, they show up then and the quest can continue? (I'm not entirely sure how/if that works)
It depends on the character, really. Some of them, like Mazzy, have to be in your party for the full time before they get their messenger, and if you kick them out the timer will reset. Others, like Anomen, keep the timers running even if they aren't present, and they may get their messenger two seconds after getting them back in the party if the timer is up. Anomen will even go to his trial by himself if you kick him out of the party after he gets his "go get judged" messenger. Most of the party member quests are pretty minor, though, so you shouldn't worry too much about them if you aren't intending to actually USE that character.
You can even use the console to jump-start the timers if you're impatient and know the variable names, but you have to be careful not to get them out of order, or you can cause major glitches.