When I fly an approach I usually put my King KLN90B in OBS (aka hold)
mode. This suspends waypoint sequencing. I make the FAF the current
waypoint and dial in the inbound heading. When I go missed, I just
ignore the GPS and follow the written instructions in the chart.
Usually a climb and to the holding fix. I make sure the holding fix is
in my flight plan, that way it is on the GPS map. I look at the little
airplane icon and head to the holding fix. Once leveled out, I can
start fiddleing with the GPS to get me onto the next step, whatever
that is. I like having the approach on the GPS map when I go missed,
that way I know where I am, I have a mental picture of where the missed
it in relation to the inbound course. All of this varies from approach
to approach, as there are many possiblities. Many GPS approaches and
even others have the missed approach fix the FAF, which is a nice
arrangement, you don't have an additional fix to worry about.

If I use my autopilot to fly the missed I don't couple it to the GPS, I
use heading (or in my case wing level) mode.

Above all, don't get hung up on the unit. Keep it simple. My way of
doing it also means I don't even have to hit a button (and possibly
screw things up) after I go missed. I just fly to the missed approach
fix using what is on the map. It's been working well.

YMMV.