I do color proofing on Canon and HP proofing papers. I'm getting good results with CMYK and custom color profiles I made matching or surpassing matchprints.
But... I printed a few on satin papers from HP, Kodak and Canon and the results are good enough (always on CMYK), so is not necessary doing it on "proofing paper" at all, just try the media have the finish of the final stock because there's a REAL difference between glossy, satin and matte that can be noticed before going to press and will help to avoid mistakes, specially in color saturation and reds in cmyk.
I must mention we use a RIP (posterjet) to do the job and we have a different set of linearized curves for each of the presses/operators we proof, 3 in total.
Now, if you currently have a working workflow with good results you should consider not changing anything and keep it that way or ask the printer what they think about it.
I preffer receiving files in RGB since a lot of customers don't know a thing about color profiling and when they convert to CMYK they screw the color too much, doing the conversion by ourselves benefits from our calibration and photoshop curves.
Obviously this is my personal experience and there's a lot of more skilled people here who can help you.