@ Volounteer
A touch of reverb on signing vocals can be good.
You want it muted in between songs if the vocalist is going
to speak.
Never put FX on anyone who is speaking.
And to the original question……..
Like Steffen said just think of an FX return channel like any input channel, the
aux/mix routing is just the same.
Do not send and FX back into itself, such as selecting and FX send and then
turn up the send level on that FX return channel.
To be safe I have the FX sends on the FX return channels all turned off in my default reset scene.