1- My 2013 Mini doen't have a steering lock so can't help there.
2- Don't do anything other than hook it up and drive away.
3- I used a magnetic light as FarmBoy666 describes. It works quite well on our Roadster. There is a sending unit that plugs into the RV towing connector and a receiver in the light.
Tow Mate Towing light This one will work off of 12v of the car or also has an internal battery that can be charged and run that way. Our car (as likely yours does) has a 12V plug in the boot/ trunk.