Thanks again Chris. In Task Manager, I was only getting one process, but in the Debugger, I could see multiple application objects. Also, the memory increase is from 33.5Mb (first logon) up to 35.9Mb (6th logon). It does show up as no increase on the Performance graph, but I think that is more to do with the scale of the graph.
However ... :-)
Based on your feedback that Restart is known to work effectively, this morning I went back and tried all this again. And would you believe, using the debugger, there was only ever 1 application object! That is not quite true, because sometimes there were 2, but the debugger crashed at those times. I then had to restart the IDE, and I then only got 1 application object. Before you question my eyesight, one of my colleagues also saw the behaviour I reported, and he was as surprised as me this morning with the new behaviour. All we can put it down to is the debugger being a bit flaky.
Just as I was about to thank you and write this reply, I tried it one more time, and would you believe, I got a new app object each time I logged in!
I need to take a break from this problem for a while. But I'm leaning towards the conclusion that Restart is fine, and I'll just have to find what we are not cleaning up. Given that we don't get the slow down in the IDE, it is a very slow process, because ultimately I can't use the debugger to help me.