Do you have a list of proofing marks that are useful for Color Rounds?
No.
Also keeping it all non destructive make sense, but then I have to ask: Do you work in RGB or CMYK?
Usually CMYK, but that's mainly because that's what is usually provided to me by our customers. If they supply RGB, I'll make the edits in RGB so I can return the image to the customer so he/she can repurpose it as needed without being locked into a particular CMYK space.
and your working color modes are they set for the particular print profile and paper combination so that you can do some basic Soft Proofing using the Gamut Warning in Photoshop)?
I leave my color settings on North American General Purpose 2, since that is Photoshop's default. That way I am in sync with 90% of my customers who wouldn't have a clue as to what their settings should be so they just leave them alone. I do have it set to honor embedded profiles, so if I get a file with AdobeRGB embedded, that's what gets used for that image.