So if i inderstand the issues here they are
Resembling live ammo visually allows you to fool yourself when loading but unintentional mix ups later on can be dangerous.
Marking home made dummy rounds externally takes away the "surprise" because you notice when you load them.
Snap Caps that do not resemble live rounds by sight or touch help remove some mistakes but would not surprise you when training.
So my vote is for making dummy rounds that feel like your ammo but are marked as much as possible. As you load you could hold a few in your hand then look downrange. You'd know the dummy round was in there but not exactly where in that set of 3 or 4. You could periodically recolor the dummy rounds using bright colors - nail polish on the bullet? I don't know if an aggressive crimp would prolong color longevity by making it smaller but you get the idea.