I don't really want to set a rule that allows all, then another to block DMZ to LAN; I would much rather set a rule that allows DMZ to access the internet only.
Problem is that you cannot define "the internet" in an alias or CIDR notation.
You could make a single rule with a negotiation "allow all but LAN" with the "NOT" checkbox. Deny LAN will finally catch with the hidden/invisible "block everything else" rule at the bottom of your ruleset. Problem is that such a rule implies something that is not expressively written and thus makes it hard to understand what you were doing in future reviews/changes. With two separate rules it's obvious and visible.
I think I've got this now, please correct me if I wrong.
Nothing to correct, well done! And I mean really well done. You learned a lot, didn't you!
Enable "Block private networks and loopback addresses" and "Block bogon networks" on all interfaces except LAN.
That's usually not really needed and if you use it then that'll be on WAN at best. The "Bogon" part can come handy there but better ISP filter that anyways. Except for edge-cases you will not have traffic from private IPs to your WAN anyways.
On local interfaces the "Block private networks" can do more harm than good. All local interfaces usually belong to private networks, aka RFC1918.