Written procedures explaining what to do when an opt in is received, (including sending a confirmation) should be adequate for evidence of compliance. As John notes, such procedures are certainly acceptable as proof of compliance in other areas of Regulation E, CC, DD, etc.
Moreover, a copy of a confirmation does not prove it was sent, only that it was written. Proof of mailing would be your next step. If you raise the standards, compliance with the raised standards will be expected of you.
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In this world you must be oh so smart or oh so pleasant. Well, for years I was smart. I recommend pleasant.