I use several different HP'S in all of my pistols. I have always started out using the removed barrel and dropping them into the chamber and with a dummy round to establish the seating depths. Once found, I'll check the fit in the magazine and how they feed, and adjust as needed.
When that is good, I'll bump that bullet out just a touch and add a slight amount of super glue around the neck and reseat. That goes in the die box with the brand and weight written on the side with an ultra fine sharpie marker.
Yes seating too deep can drastically increase pressure with some powders so I usually stay at the lower to middle ground of the data. For the high octane loads they are carefully worked up in small increments. I prefer to load for accuracy over velocity, even so I have a few loads that are still a bit peaky depending on temps, but in 30+ yrs of shooting them I haven't had any issues.
Just pay attention to what you are loading and the temperament of the powder and primers and you should be good. One of the best tools to have handy is one of the inertia type pullers to help readjust things as needed.