I’d leave the lights on if it were night. Safer that way I’d imagine. Can't see police getting all ancey in their pantsey for you leaving head lights on. Turning the engine off is ok
Sure get out and walk to the cops and be friendly. But don’t get out and charge towards them like a twat, they might deem that as hostile. Last thing you want is to be tazored.
Co-operate with them and realise that they, just as you have done all week, are only doing their job.
It's all common sense. If you play up, expect to get f**ked.