Frank:
I really can't help you with that because, although I do know how to use Lr, I don't actually use it but always use
ACR instead.
[Lr actually infuriates me because it has non-reprogrammable KBSCs; inefficient bulk processing and Syncing; and a badly-designed and cluttered UI — but that's just me!!]
Although I can save "Snapshots" of different versions of an edit in ACR, I seldom bother because simply hitting "Done", saves all Slider positions (and my other settings too) into the XMP (EXIF) so everything is as I left it when I next open my RAW nefs.
My normal practice is to leave all of my files as edited NEFs and only convert to PSDs when I have a need to output them for a specific purpose.
I never wish to revisit a step-by-step History from a previous ACR session.
Recording and saving Actions is something which I do only in Ps after I have Converted a nef to a psd.
I actually use very few Actions — mostly only for re-sizing; applying Output Sharpening; and Converting from ProPhoto RGB to sRGB for the Web.