It is always a guessing game for me. Sometimes I am more successful than others.
I tend to go places where I can at least estimate the nutritional info based on something comparable - if you are going to an Italian restaurant, it's pretty easy to figure out points for basic pasta dishes, for example. If you have meat + veg, that's pretty straightforward too, then estimate for any sauces/breading/etc.
But yes, if you have a question about how something is prepared, just ask. No one will look at you funny

They shouldn't, anyway, seeing as how you're a paying customer and all! I mean, if you had a serious allergy to wheat, for example, you'd feel justified in knowing exactly what goes into your food - why should this be any different?