While I haven't done much load work up since I bought a chrono, I always start well off max load and work up. In fact, I rarely load anything to max published in the first place.
Like I said, I don't start from max anyways, but if I'm using a Hornady 124gr FMJ 9mm and the load data is for a Speer 124gr FMJ 9mm I'm not too concerned. Going from an FMJ to JHP is where seating depth becomes an issue.
This thread has opened my eyes to bullet seating depth when using substitute bullets. After 20+ years of metallic reloading, a guy can always learn something new.