Not a lawyer, but this is similar to my situation.

I personally would not delay. It will be awhile before you get to the interview stage so you also have that time to show your relationship is genuine and collect proof of a life together.

I don't know of a list; but my wife and I had things like:

  - wedding photos!
  - mobile phone family plan
  - joint tax filings
  - sample of letters/postcards sent to us (separate and together) at same address 
    (xmas cards etc. and even some junk mail)
  - name on utilities
  - photos at different events, weddings, birthdays, sports, etc.

We didn't need most of it in the end but you never know - and this was over 15 years ago.

Congrats!