I have used both 5mm and 6mm to attach shelves (tops or bottoms also) to plywood sides. I too have debated whichis a better way to go size wise. I tend to use 6mm havn't had any problems yet. The 6mm allows for use of the 12mm depth setting for the face mortises which leaves about 6mm as opposed to the 3mm left when using the 15mm depth for 5mm Dominos. 12mm face, 28 mm end. I do see the concern for removing too much ply thickness with 6mm Dominos but so far so good.
I have also used the 12mm face with 15mm end depths for 5mm Dominos , by triming a little off the lengths making the 5mm Dominos about 27mm long.
One trick I use to avoid plunging the Domino through the face on the wrong setting is to do all the face plunges first. I am a lot more likely to check the set up settings when I get the Domino out to do the first set up than in between tasks. That way you do the shallow ones first, if you forget to change .... no big deal.
I draw layout lines on the face... shelf center line across the cabinet side, and a "vertical" Domino center line forming a cross to align the fence on. I usually add a parallel line 10mm from the center line. 10mm is the distance from the bottom of the Domino machine to the center of the mortises regardless of the Domino size. I use this to reference a straight edge clamped to the work piece. Effectively making a fence to push the Domino against . Really helps stabilise it for the face plunges. The straight edge does the function of clamping the shelf to the cabinet side , as davee, and Kevin S. suggested.
Some of the layout I do may be overkill , but it gets good results and helps avoid mistakes.
Seth