You do not bring both Tax Return Transcripts AND Tax Returns
You bring EITHER the Tax Return Transcript OR the complete tax return (all pages, all schedules, etc.) AND the W-2s & 1099s.
I highly recommend using the Tax Return Transcripts as USCIS and the Embassies strongly prefer those. If you use those, there is no signature on them.
If you use the tax returns and W-2s & 1099s, if you E-Filed, I would imagine you write "E-FILED" in the signature field and include the E-File receipt (I am not certain on this as I have exclusively used Tax Return Transcripts - Maybe another member can comment on the proper procedure for E-File)