You could use the document annotation function to draw corrections onto the documents. Then you'd have to page through all the songs later to find the notes you made. On the plus side, maybe those notes would be all you'd need to make the documents good.
Personally, I use printed set lists and at each set break I jot notes onto the set list for songs that need work in our next rehearsal. If you're not using printed set lists, you could jot them into a Notes app on your phone. They key is to do it after each set when you can still remember what needs attention.
Here's one more idea, although this isn't really what the function is designed for: you could show the song numbers in your layout, then click the checkbox to mark songs that need work later. This wouldn't document what changes are needed, but the list would be easy to see later, and more importantly it would be very quick to mark during your performance.