My impression is that correcting errors improves Dragon's accuracy a little, but not significantly.

What you're already doing is fine.

If you occasionally correct something in the wrong way, don't worry. The effect on accuracy is minuscule -- maybe even non-existent.

Not recording your dictation sessions won't affect accuracy.

I correct everything I can. Since English is my second language, I had no idea if the program would ever work well for me. I tried version 13 with an older microphone I had and it was just bad. Version 15.6 and my new microphone make the experience with the program a lot better.

I've seen loads of improvement by correcting the mistakes using the 'Correct that' command and adding custom senteces in the Vocabulary.

I agree that choosing the wrong correction option sometimes doesn't seem to affect the accuracy of the program much.  Just wish there was an option to go back and choose the right one.