It sounds as though you are doing all the right 'learning' things with her right now! I wouldn't worry about headcollaring - us naughty people dont even bother about ours until after weaning and have never had a problem! Just do it when the time feels right.
Did you ask about a possible companion at weaning? I would say yes, it is always easier to wean with a companion (another filly of similar size and age!), babies and youngters always do better with company plus they need someone to play and race around with to use up all that extra energy!!