if you accidently make a document in proof setup 'working CMYK' is there any easy way to convert the document to RGB without the colours getting washed out?
Generally speaking, once you have "lost color accuracy" by converting to a smaller gamut, there really isn't any good way to do the reverse and increase your color accuracy by converting to a larger gamut. This is generally why I'm part of the camp that advocates working in the largest gamut you can (even if your screen can't display all the colors), as you are able to preserve that color accuracy for as long as possible. When working in a large gamut, you can always approximate down to a smaller gamut and preview the results, or convert a final image to a smaller gamut by assigning it a different profile.
When it comes to CMYK vs. RGB, because there are fundamental color model differences, it complicates the issue even more. It is very difficult to convert the generally more limited tonal range of a CMYK profile into the broader tonal range of a good RGB profile, since one model is subtractive (CMYK) and the other is additive (RGB).
As an after thought, you might try converting from your CMYK space into a wider RGB space using "saturation" rendering intent. Generally speaking, saturation intent is rarely used, as it does not accurately preserve color information. However, in your case, it may be the only thing that does what you need. I can't make any guarantees, however, as color management is generally used to accurately translate color information when converting from a wide gamut down to a narrow gamut...it doesn't really offer much in the way of converting up from a narrow gamut to a wider gamut.