I know nothing about
TN Visas, I came to the USA on a relationship (marriage)visa (cr-1) I traveled to the USA pretty much monthly for a few yrs and I never had a problem! I brought evidence showing I was returning back to Canada, but never asked for it, in plain terms, my POE experiences were very simple, and yes when asked, I stated I was visiting my girlfriend, which turned into my wife! Others I know---that belong to visajourney.com---were not sooo lucky! They were denied entry because the POE officer deemed their intentions were to stay in the USA, and yes they had proof of returning back to canada! Basically it all comes down to the POE officer and what he thinks, 99% of the time it all works out, its the 1% that sucks,lol My free advice:
Canadians Visiting the USA while undergoing the visa process, my free advice:
1) Always tell the TRUTH. never lie to the POE officer
2) Be confident in ur replies
3) keep ur response short and to the point, don't tell ur life story!!
4) look the POE officer in the eye when speaking to them. They are looking for people lieing and have been trained to find them!
5) Pack light! No job resumes with you
6) Bring ties to Canada (letter from employer when ur expected back at work, lease, etc etc)
7) Always be polite, being rude isn't going to get ya anywhere, and could make things worse!!

Have a plan in case u do get denied (be polite)