Long time since I last used it for complex board (life is weird), but the way I do it is to crossselect the part from the schematic. I remember earlier versions used a local socket between the layout and schematic tools to allow for that.

Really indispensable. Not sure how the current feature works, but for things like power supply capacitors that are electrically connected to tons of ICs and pins but logically belong to one specific pin, I can't think of a better approach.