I somehow lucked into a win on the first try (albeit with some deaths) and then spent a few more failing miserably, but what I noticed is you can redo the mission with the same setup and crew, so you can try one thing, see what doesn't work, then make minor changes and try again without starting the whole heist-planning over from scratch. Super useful to test out the impact of certain actions.

It seems that stopping the train completely (by shooting at it or blowing up the tracks with dynamite) is pretty optional, although it might be necessary to get the full payout from multiple wagons. The minimal recommended heist steps are something like 'shoot at wagons with money', 'attack guards', 'loot money', 'escape'. I wonder if you could skip fighting guards as long as you're quick enough, but probably not...