Writer's Fallout Shelter

If you're doing a limited or limited shifting POV, yes, you, as the writer, must always know who's head you are in. If you are doing a limited POV you can only reveal what that character can observe, sense, intuit, or believes in that scene. Any time you shift POV's, I would put in a scene or line break to indicate that you are shifting to the reader. Personally, I've never had trouble reading multiple POV's in the same chapter, but the scene or line break give my mind that slight clue it needs to change along with the characters.

I don't really know of any exercises for this, other than practice. Trusted and talented beta readers can also help flag POV problems. Waiting to reread the manuscript also can help them leap out at you.

My WIP is written in 3rd person limited shifting POV. I have four POV characters. One thing I did was to write each character's storyline separately up to the same point -- the point when all four storylines converge -- and then intertwine them. It requires some smoothing out and polishing once the storylines were merged, but it also helped me stay in each character's voice throughout their storyline.