Maybe a stupid question, but is there a way to create proxy wallets so that if you click a malicious link it doesn’t drain your wallet?   Like a “mint to” function almost?  Feel like that would take frames to the next level.

You can't pay for anything inside the frame. If it requires an actual signature from your wallet it will switch to your local mobile app. You would need to click there as well. 

Rule #1: 
Anything that takes you to your wallet, I would be super careful with. 
Free mints just send to your address.