By the way, I've found myself clicking too much on stuff with QGIS, and often having to repeat myself later if the input data changes.

Is there a way to save the clicks as macros, or perhaps at least get an idea of the underlying commands behind the clicks (load vector, update extents, change colors, intersect geometries, etc.)?

I know python so I would love to have a CLI to QGIS, but can't find anything on this.