>> Where would be a good town to stay for the night, before/ after the Glacier Express, if I want to avoid Zermatt/St Moritz?
Why do you want to avoid Zermatt and St Moritz? Both are beautiful towns, and ideal overnight stops given your wish to travel on the Glacier and Bernina Express trains. Both have budget accommodation if expense was your concern.
Even if you don't want to go up to the Gornergrat to see the iconic Matterhorn, a village walk in Zermatt is a great experience, and there is an especially charming historic quarter. You can also see the Matterhorn from the village if the weather is clear.
Alternatively, you could stay at Brig, but would miss the scenic trip through the Mattertal (Matter Valley) and the chance to see the Matterhorn.
St Moritz will be pretty quiet, with most of the mountain transport closed for maintenance after the end of the ski season. Some shops and hotels will also be closed. Pontresina would be a good alternative, or else Chur.
>> Where would be an ideal station to board the Bernina Express, after the Glacier Express trip?
At that time of the year: Chur or Pontresina. If you were staying at St Moritz, you would get a normal train or bus for the short hop to Pontresina, to connect with the Bernina Express, which passes through at 10:22.
>> Also for the Bernina Express, I understand it concludes in Tirano.
The train terminates in Tirano. You can then get the Bernina Express bus to Lugano if you wish. Until 1 Apr it runs Thursday to Sunday; from 2 Apr it runs daily.
>> Would it be possible to do the Bernina Expres trip from Chur to Tirano in a day ?
Do you mean Chur-Tirano-Chur in one day? Yes, but I would get a regional train one way, as the regional trains have more frequent departures.
>> Or would it be more do-able, if I stay on in Tirano for a night or so.
Tirano has little to offer the tourist, apart from good, inexpensive Italian food in the square around the station: take some Euros with you. I would either carry on to Lugano, or return to Pontresina, St Moritz or Chur.