I'm typesetting a document at the moment using a serif typeface with oldstyle figures – there's a few queries I have regarding abbreviated words and small caps. Bringhurst isn't comprehensive enough…

PhD - should this be set with a small cap for the P and the D?

PJ's - this is in dialogue, should it still be set with P and J in small caps?

OK (as in okay) - this is in dialogue, should it still be set with O and K in small caps?

I know a lot of this is subjective but it'd be nice to see what others think.

Thanks