• use the /** and */ tags
• not let my lines start with * or some other marker
• not indent my comment

Result:

• On every return, R# inserts " * " at the beginning of the next line.
• R# does not support ctrl + space on documentation tags. When I type for e.g. "<li" I expect R# to propose '<list type=""></list>'.

Whether you rate this as a bug or a feature is up to you. I would say: if you do support XML documentation, support it in all allowed ways. Thus with /// and with /**. Anyway, as fas as I'm concerned you do not have to give this a high priority (though the insertion of * is quite annoying)