I'll start with your last question - if you don't use cheesecloth for your early pressings, the curd will most likely stick to your mold and you'll have a heck of a time getting it out.
Based on a suggestion posted by FarmerJD< I use sheeting fabric to make curd bags that fit well into my mold, with the upper portion being wider so that it can fold down outside of the mold. I then have a circle of fabric that goes on top of the curds before putting the follower on. I still have a few wrinkle marks, but not many.
You can also press "naked" for your last pressing. Some people have luck with it, but I haven't seen much of a difference, I think because the wheel is too cool by that point to press the marks out.