The main plot of Dune revolves around the fact that Jessica, as Duke Leto Atreides' concubine, chose to bear him a son out of love for him, when the Kwisatz Haderach breeding program was dependent upon her bearing a daughter. Of course, the son became Paul Atreides, the Kwisatz Haderach that Bene Gesserit didn't expect or control.
Was there any other example mentioned in canon (FH or sequels/prequels books) of a Bene Gesserit sister violating a major/important order from the sisterhood?
Well, Jessica's 'betrayal' was big enough that it came to be known as 'The Jessica Crime' falling in love, and abandoning the Sisterhood because of it. The first example I recall hearing them use that term yields another example; Dortujla.
"Name: Dortujla. Sent to special perdition years ago for an unforgivable infraction. Memory said it had been a love affair of some kind."
...
"Odrade recalled gossip about Dortujla’s disgrace. “The Jessica crime!”"
Chapterhouse Dune
I'm not sure there was anything else on the same scale as Jessica shown (hard to top, given that it produced a Kwizatz Haderach out of his proper sequence), but there is at least one more example of defiance that I can think of from the Prequels; Tessia.
Lady Tessia Vernius, wife to Rhombur was never indicated to have any direct instructions involving controlling or manipulating her husband, but she was portrayed as caring about him deeply and having his best intrests at heart. But her violation of their orders came when they demanded that she produce more children (not his) for the Sisterhood and she refused.
“My womb isn’t a tool for you to borrow whenever you like. I love Rhombur. He is my husband, and I will not be a brood mare for you.”
...
“It will not be an extraordinary commitment—three daughters, no more, with different fathers.”
...
“I have other obligations now. I am also a wife and mother, and I will not turn my back on all that. If you can’t understand why, then you’re ill-informed about human nature. I shall accept no other lover than Rhombur. That is not a subject for negotiation.”
The response of the Sisterhood was to send the first 'Guilt-caster' after her:
“You have always had a purpose to serve, but now I have another use for you. The Sisterhood cannot allow open defiance without consequences. Therefore everyone must see your guilt, and you must feel it. You must know it.”
...
“Never forget that you belong to the Sisterhood—heart, mind, soul, and flesh. You exist to serve. Contemplate that in your personal hell.”
So, she violated orders, but was then rendered catatonic and forced to obey them anyway, against her will.
Arguably, I suppose Sheena in 'Chaperhouse' counts as well, but that was closer to a Schism, breaking apart from the 'New' Bene Gesserit, than a direct violation of orders.
Darwi Odrade and Taraza (Heretics of Dune) were another example of Sisters secretly harboring feelings for eachother in a way that was deemed unacceptable by the BG. Though it can initially be percieved as a milder violation of the Order's doctrine than that of Jessica's, it's still repeatedly underlined as such, by mentioning the secret names they used for one another, and which they kept secret from anyone else: Dar & Tar. Also it is later illustrated (in Heretics and Chapterhouse) that "the sweet heresy of love" is infact the thing that saves the Bene Gesserit, as it's only by embracing this at a global level that they manage to survive (and assimilate some of their foes that otherwise would have destroyed them).
