1. Do not carry them. Leave them behind at your home, if your are from Mumbai. Keep it in the hotel room, if your from outside.
2. Use a harmonium folder for carrying all documents. In this you have a slot at the top of each compartment to note the type of docs in that (like petition docs, experience letters, education details, etc.). Its better to carry the marriage album, even if bulky.
3. No experience in Mumbai consulate.