How to track what has (or hasn't) been "featurized" in the UI? On a sufficiently large or complex site that uses Features to export or manage configuration, it seems easy to encounter a scenario where an administrative user can inadvertently change a variable that has been "featurized" and end up having that variable reverted when features get reverted at the next code update.

The person making the change needs to remember (and to have access) to either check the Feature UI or grep the features code. I'm curious how other big sites might be handling this problem. Is there any trick to maybe highlight variables that have been featurized when they get exposed in the UI?
Try using the configuration module along with Drush. It writes the configurations into files which you can manage using GIT. 

You run drush config-export –all on your dev and push your code with the config using GIT. Then you pull the changes on your prod server and run drush config-sync. It takes the config from the text files and puts them into the database making the changes live on the site.

Here is a nice article which explains this - https://shanetully.com/2014/04/drupal-and-the-holy-grail-of-workflows/