Again complementing the above answers: I was in Zurich's Landenmuseum, and they have the original golden seal of Charles the Bold, Duke of Burgundy.
One of the problems that lead to the defeat of Charles the Bold of Burgundy in a series of battles against the Swiss, was the loss of its golden seal. His military commanders only would trust direct ducal orders if sealed by his personal seal - so his chain of command was broken.
Seeing how intricate the seal image was, it is easy to conclude that it should be harder to forge than a signature: some kings did not really trust signatures, e.g. see how simple was the signature of King D. Pedro II of Portugal. Would you trust an order just because of these lines? Many portuguese or spanish kings just signed 'El-Rey' or just 'Rey' as above.
And signet rings were personal, but this may be not an issue.
A Diocese, Abbey, or University had its institutional signet ring, different from the personal seal of the Bishop, Abbot or Dean. Some (not all) dioceses use wisely these different seals (even today): when you see the bishop seal (with dangling tassels and galero hats) you know that it comes from the boss himself; when you see the diocesan seal (with mitres), it comes from a lesser official. So if the delegated power of the lesser official is clearly established, he does not need a copy of his boss' personal seal.
And there may be various commanders/messengers beyond suspicion, due to ties such as blood or religious brotherhood, or if there was no hope of mercy from enemies (vikings, muslims, etc).
Connecting the 2 points: close family of the Lords could have personal seals based on the Lord's seal but differentiated by cadence marks. So it would be clear to lesser officials that the order was not sealed by the Lord, but by the Lord's brother - the brother did not need to carry a copy of the Lord's seal, the Lord only had to establish clear rules about the powers delegated to his brother - going all or nothing as "only my personal seal authenticates order" like Charles the Bold would be quite dangerous, but after all, he is not called 'the Bold' for nothing.
Moreover, today we have tech to investigate more crimes - generally this allows the punishment to be less severe - as a less severe penalty may suffice as deterrent if there is no impunity. There were many harsh penalties, including death under torture, for a variety of crimes in the middle ages. I suppose someone caught impersonating his Lord on serious life-or-death matters would be severely dealt with.
Besides, it would be taken at least as perjury - a serious crime and sin in a age when people were more religious and had to trust more in the spoken word than today.
Finally, authenticating orders may not be such a relevant issue if the armies/domains are small and directly commanded/visible by the lord. This may be true for smaller local disputes.