pressing the “Onion skin” button or the corresponding keybind will create a transparent copy of the current frame your last selected rig is on, and it shouldn’t interfere with your undo history or your ability to select any parts in the animation editor. it does require the rig to be listed under RBX_ANIMSAVES though
you can set a few of the keybinds in File → Advanced → Customize Shortcuts, just look up “skin” and both of the methods should come up.