Are there any guides on how to write and use ktor middleware (if it's even possible)

This can be a starting point https://ktor.io/docs/lifecycle.html#applicationcallpipeline

I recently implemented a route authorization middleware, and wrote a blog explaining my current understanding of Ktor's pipeline design, maybe it can help: https://ximedes.com/2020-09-17/role-based-authorization-in-ktor/