Flamehead, you sound a lot like me! My mare blessed me with my first ever foal in July. He is 5 months old now, and I am absolutely ga-ga over him! I am so in love, it is crazy. Any thing that goes wrong worries me sick!
Even though I have known from the get-go I must demand respect, I admit I smothered him quite a bit when he was little. Heck, now too. So he is sweet and gentle and does basically everything I ask, but he's also very mouthy and I worry we will have respect issues as he gets older if I don't draw the line now. But really, I make him sound worse than he is. He is very gentle and easy to work with.
Anyway, yes, they can learn voice commands. This is the first horse I have trained from scratch, and a neighbor with more experience taught me to use a kissing sound as a cue to move his feet. He picked up on that right away. I also have a habit of telling my horses "back" when I am asking them to back up, and "over" when asking them to step over away from pressure on the hip or barrel. So I use those with him too and he moves over away from pressure as good as my adult horses now.
(I still have to poke him with a finger to get the response, but I feel the verbal command backs it up)
So what I've done with my foal is:
practice leading (from both sides) at a walk and a trot
move away from my finger pressing him at his shoulder, barrel, chest and hip (butt area is kind of difficult because he wants to be scratched, lol!)
pick up his feet
pony off another horse
grooming in general- because I think it's good bonding for us and he enjoys it
and going for walks around the property (one of the harder things for him for some reason. That is where he frequently gets playful and acts up)
Another thing you can go is make a bit of an obstacle course to lead her around and over. Such as walking over something like a sheet or a tarp.
So I am training my first baby ever and have a lot to learn myself, but what I figure I should do, is do everything (in small increments) that I would want him to do as an adult. Even getting ready for a saddle- my guy is too small for that, but I do buckle a cinch around his belly when I pony him out. Has your girl worn a saddle yet? Even if they are too young to ride, my neighbor will put a lightweight saddle on her yearlings and 2 yr olds when she ponys them out, so they are used to the feel of it.
Well, that's all I can think of right now.