Here is a final update that I decided to write so that I give color to newbies given my overall newbie experience.
Lots of the great information on this forum comes from very experienced dog handlers and trainers. So I thought I will write my final thoughts / lessons / experience from what I learned and the responses of Rex.
1. Be very careful on finding the "working level". Rex was stoic during the conditioning phase. I went up to 30 on the Mini Educator 300 series and he had zero reactions. Except that I knew we had good contact because of the muscle twitch on the shoulder. I did not want to go any higher and my work started there. If you see from the post below, in one instance, he vocalised and it is like all of a sudden he recognized it.
2. Given above, I think it is best to stop at something around 10-15 even if the dog did not recognize it and work assuming he did. He will probably get an aha moment and recognize it. I am now at 10 now and he definitely recognize it.
3. Low stim to avoid versus nick to correct. I researched and tried both approaches with the highlight being today. We went out, no treats, just his tug toy. I had the collar on 10 (yesterday it was 15 if you read my earlier post) and on "M" which is nick. The session was full of play, heeling and releasing to tug. Downs, running, and then healing and releasing to play. During the heeling work, which is what I am working on to make reliable, I stimmed once today at 10 with a nick and whisper style "no" when he veered off once. He corrected position and we played and played. His attitude was much more upbeat versus when I tried to low stim to avoid technique. He was all positive attitude as normal.
Another stim happened when we crossed a dog on leash that he veered to. Two nicks there with a no and heel to come. He recognized and came back and I exploded in play right after. He forgot about going to the other dog.
In a nutshell, finding the working level is tricky and could result in a bad experience if one is not careful. Making the session about play and only using the stim within a fun session I think is a great thing. As above, we were out for 45 minutes and I nicked "only" 3 times. The behaviours I reinforced were learned and he knew them well prior to all of this.
I think it is a great tool but one has to be very careful. I think the margin of error is small. The more the relationship is solid and the more the sessions are focused on play, the more successful (by successful I mean having great attitude in the session and being able to correct and put back into play drive quickly, which is what is called "recovery" I beleive).
In a place where there is zero e collar training and where I was almost kicked off from the "Dogs in Dubai" FB group for asking, I consumed lots and lots of material, books, videos, free and bought and everday podcasts while driving back and forth to work (I drive 2.30 hours per day!). And with that, I think I was lucky to be able to balance things out.
I hope this helps anyone who is interested in reading about early on experiences that seem to be successful.
Cheers and high appreciations for all who helped out on this forum.