Yes. When developing a new load, I make batches of 10 rounds of each load, starting with the manuals' listed minimum load, moving up incrementally a couple tenths of a grain per batch. Since I just plink with my reloads, I just stick with the smallest load that cycles my gun and performs properly.
I love using plated bullets like Berrys. They're usually loaded somewhere between lead and FMJ. I usually start at about midway between the min and max listed recipe for the same size/weight bullet in lead and work up from there (if necessary).
Just your standard pressure issues. Nothing else comes to mind for me. Of course, I've always reloaded for semis, so I very well could be missing something.
Just be safe and have fun!