Various small CoregistrationUI improvements extracted from #10242

[hoechenberger]

These are some more changes factored out from #10242

• Pass overwrite='read' instead of True to _check_fname() when we only want to read a file
• More explicit message when placing MRI fiducials
• Limit dock width to 350 pixels
• Set initial directory and filter for file picker for trans file

cc @GuillaumeFavelier

[agramfort]

@GuillaumeFavelier merge if happy

[GuillaumeFavelier]

Thank you @hoechenberger !