I’ve never completely understood this, but, if Westeros is primarily an agrarian economy with all the small folk farming to generate taxes, how does all that food and minor crafts eventually equate to gold for the lords and lords paramounts? Doesn’t that imply a market economy where they sell their food stuffs for gold? And who is buying all this food? There must be a big export industry to Essos to generate all that gold, for cheap perishable commodities and unfinished goods.

Well, there’s a couple different ways that it would work:

• The tax and coinage system.  This is how the Modern Monetary Theorists explain the evolution of currency: kings mint coins and exchange them for food and other goods at a certain rate when they need to feed their armies and their courts, etc. and they don’t have enough grown on their own lands. Likewise, kings can insist that you need to pay your taxes in coin. These two things establish a demand for currency, and lead people to be willing to exchange goods for money in their private dealings as well as their dealings with the king.
• The nobility: on a lesser level, the same thing happens with the nobility. They get taxes in kind for the most part, but there’s a limit to how much food they need to keep their families, servants, and soldiers fed, and nobility tend to buy a lot of stuff you need to buy with coins: nicer-than-homespun clothing, metal-ware, pottery, glass-ware, spices and imported food and drink, lots of services from specialized craftsmen, etc. And so a lot of noblemen act as de-facto merchants, collecting raw materials and selling them in bulk for coin.  
• Urban demand: even in a rural society, you’ve still got 10% or so of the economy that produces manufactured goods and is much more in the market economy than self-sufficient farmers. So if you’re a farmer and you want to buy things you can’t make yourself, you need to get your hands on some coin – and one of the things a market society produces is merchants who exchange goods for coin and try to arbitrage prices. 
• Foreign demand: there’s less commerce in agrarian societies than industrial societies generally, but given that climate and culture lead to various specialization, you get a good deal of regional and international trade no matter what. And while you can trade wool for wine, money makes trade so much easier.