In a Proof Approval report you could use the Proof Approval Status->Status Label in a Filter looking for everything approved. With a little textmode you can pull the project name into that report and give you want you want. Textmode below:
displayname=Project Name
linkedname=document
namekey=view.relatedcolumn
namekeyargkey.0=document
namekeyargkey.1=project name
querysort=document:project:name
textmode=true
valuefield=document:project:name
valueformat=HTML