Quote
... capitals... punctuation... "conventions"... any resources on how to teach this skill?
The Perfect Pop-up Punctuation Book may be fun? One caution: the "period" is called "full stop" for a wee bit o' British.

Enchanted Learning has a plethora of online lessons, worksheets, and homework helps, including punctuation: http://www.enchantedlearning.com/grammar/punctuation/