I am noticing that there are a few appraisal deposits collected before we receive the Intend to Proceed for our borrower. Other than continuing to remind everyone that they may not collect any early than the Intend is given.

What is the penalty for doing this?

If a pattern and practice that violates TRID is caught by the examiners, you could get written up and charged a CMP.

I suggest you standardize a cover letter to give with every LE that outlines what is needed to proceed, including an appraisal fee. You can either add a signature line at the bottom for intent or have a separate form that goes with the rest of the early disclosures.
I find a packet on information that goes out every single time helps prevents rogue collection of fees at the wrong time and various other things that can lead to big problems at exam time.