There are some relatively popular SDCs made just for live stage hand held singing; The Shure Beta 87A/87C and the Neumann KMS 104/105 are good examples. They have built in windscreens.
 
You can also see mics like the Schoeps SDCs mounted in front of vocalists such as the Three Tenors, and they usually have the Foam windscreens mounted over the capsules.

I just tried the Shure PG81 and I didn't find it easier to ring out than the other 2 I did in the video.

I have a Shure SM86. I gave it a try. Looks like the same EQing works pretty fairly for the different mics. Should I be using fairly narrow Qs? I was just adjusting Q to take care of the job and no more.

Narrow Q usually does the trick and the thought behind using narrow Q is that you want to be effective without altering the overall response to badly, so the idea is to only turn down only what you need to and not take make a lot of collateral altercation. However, It is not uncommon to use adjacent bands on a 1/3 octave EQ so that would be equivalent to using wider Q on a parametric system.
 
You'll get the hang of it with practice and it will all make sense.
 
Small rooms are going to be harder to learn in. A small room will usually have crazier swinging nulls, peaks, and flutters at any given SPL than a larger room. You have set yourself up for a great challenge.
 
best regards,
mike