How do I change my tax documents that I "filed" by downloading as a PDF to mail, but haven't mailed, without having to go through a formal amendment process?

If you have not mailed your tax return then you have not filed it yet. So you do not need to amend. Just make your changes in the program and print to mail the updated return.

It would seem that this is how it should work, but I just have a big banner that says "Way to Go!  You filed your taxes for 2018" with no option to make any changes (since indeed I haven't filed them).

The taxes are in "Ready to Mail" status

Choose the "Add a state" option to get back into your return.

Perfect.  Thanks.