Doujinshi are, in this context, fan-manga, though the term can be used for any kind of amateur publication (you may have heard of doujin games or music; Vocaloid songs are often identified as doujin music.) In the US, they can be hard to come by and expensive. My collection is the result of many years of treasure-hunting, combing through the doujinshi boxes at conventions (FF6 often doesn't even have its own section!) and stalking auctions both on EBay and Yahoo!Japan. It's also the result of luck, to a certain extent - I did a lot of my Japanese-auction bidding in 2004, the game's tenth anniversary, and I think selection was significantly better because the anniversary was leading to a revival of interest.

Contrary to some stereotypes, doujinshi are not necessarily pornographic. There are hentai doujinshi out there, of course, but there are also a lot of silly gag books, and romances, and plot-driven stories where romance isn't even a factor. The ones featured here are all Locke/Terra romances, for obvious reasons, but that doesn't mean that FF6 doujinshi are any less diverse than those for any other fandom. It just means I have an obsessive, laser-like focus on the pairing, and that I got really good at recognizing the names "Lock" and "Tina" in katakana. (This is not saying much. They're short names.)

As that comment about recognizing the names might tell you, I can't actually read Japanese, at least not enough to decipher a story. I collect doujinshi for the pretty pictures, for what I can follow of the story going by the artwork (with a good visual storyteller, that's a lot) and, well... just to have them, the same reason I collect anime figures. I like seeing the different ways different artists interpret the characters and settings. Some don't spare much attention for the settings, while others put a lot of effort into what I call "worldbuilding," fleshing out the world around the characters, often in very different ways from each other or anything that I've thought of... and then sometimes you'll find that someone you've never met on the other side of the world had the same idea you had.

Nodoka Kiyose, who publishes under the circle name Frontier, is probably best known for her FF7 works, but she's also produced quite a bit for FF6. This anthology collects several individual publications (and identifies them as "remixed," though I don't have the originals to compare.) Individual stories focus on Locke, Celes, Terra, Edgar, and Relm; the Terra story has a heavy emphasis on her relationship with Locke. Kiyose's interior artwork isn't as strong as her gorgeous covers, so I suspect her writing is the real strength of her books.
Happiness 177 page anthology Published 2004
Kariko Shinohara (operating under the circle name "Kirin-tei") is one of my favorite Locke/Terra artists. When I was using Yahoo! Japan auctions, her books were in very high demand, going for upwards of 10,000 yen - over $100. Each. I've long enjoyed her website, when I can find it - it comes and goes - and I was absolutely thrilled to get hold of these books. Although it's two volumes, it's effectively three books - the first is an anthology of two individual publications. Her fantastic artwork tells the story quite well on its own, though I know I'd get more out of these if I could read the dialogue.
Classic 146 page anthology Published 2000
Escape ? pages Published ?
The artist who goes by KANTA also publishes as "The Secret Circle." I've only ever been able to find two of these doujinshi, sadly. They bear all the signs of budget printing (lightweight covers and pages, no endpapers) and the covers are not the most impressive artwork out there - and then inside there's amazing artwork, world-building, and character insight. Thanks to translations, I now know that I appreciate the writing, too! "Jade," with the veil as part of the Slave Crown, Terra's discomfort with wearing things Kefka chose, and Locke's archaeological leanings, is just about perfect in every way. "Something There," meanwhile, introduces audio recordings carried by the messenger birds - more feasible than carrying long letters, really - Terra dealing with her PTSD, and Locke starting to fall for her. "Something There" was, at one point, scanned almost in full in my doujinshi gallery; remedying this was the main reason for the redesign. Buy these if you can, folks, they're amazing. Or send them to me. You know, whatever.
Jade 32 pages Published 2003
Something There 20 pages Published 2003
I've found two Kasumi Naruse doujinshi. One's a copybook, on which she's the sole artist and uses the circle name "LP-Mustang." The other is a collaboration with another artist, which doesn't feature any circle identity at all. Both came out in 2004, which is when I bought them, so she may have just been starting out.
Hachimitsu/Honey
Mother
Shion Tsukikage's "Angel Voice" is the first Locke/Terra doujinshi I ever bought, completely at random; I found it in a big, unlabeled box at a convention, bought it because Terra was on the cover, and then OH MY GOD. The big round eyes are not my favorite art style in the whole world, but I will always have a soft spot for this artist, and sometimes I'm in the mood for sugary cuteness, you know? The circle name was Asebi in 2000 and changed to Blue Moon Stone later, but this doesn't seem to reflect any personnel changes.
Angel Voice
Yume no Tochuu
Stay With Me
I know absolutely nothing about this circle; the doujinshi was another lucky find at a convention. I was browsing through a clearance box - 2 for $10 - on the last day of a con, looking for any two books that weren't Gundam Wing yaoi. I found this and a Xenogears book, and then when I opened them, SURPRISE LOCKE/TERRA! The book itself is not all that romantic - it's about half gags, and the other half are drama stories centering on Setzer, the Figaro twins, and... I'm not really sure what the story about Locke, Terra, and Kefka is getting at, honestly, except that Kefka's and Terra's names are spoken frequently.
Love Conduction
Sahri Kotobuki, using the circle name Sahrin's Holiday - gee, you think this might be a personal circle? - put this book out in 1994. She'd later go on to join WASAB'z, a Turks-centric FF7 circle that seems to be pretty well-regarded. Her art's a bit rough here, compared to her excellent FF7 work, but I love this book if only because the impulse behind it - dwelling on the Locke/Terra-heavy first part of the game - is apparently a universal 'shipper urge. It was the first fanfic I ever wrote, too.
Whistle Hill