I think the biggest mistake I see people making when they load test, is target evaluation. They spend endless hours building a gun, prepping brass, weighing powder, testing seating depths, etc. etc. etc. but spend only a moment evaluating their targets.
I regularly see folks at the range eyeballing a series of 5 shot groups and making a decision about which shows the best performance in just a few minutes.
I prefer to take my targets home and put them on a scanner after which I mark and measure the bullet holes using On Target software. I take the results and combine them with the chrono data in an Excel spread sheet where I can study all the variables. Not only can I measure the bullet position very very accurately, the software calculates Mean Radius (Average to Center) which some people think is as important as Center-to-Center group size but which is quite tedious to calculate by hand.
Over time, I can gather a good deal of data and study the important performance parameters like group size, group height, and Mean Radius vs powder type, powder charge weight, primer type, bullet coating, SD, and so-on.
Just the other day I was shooting my 6mm BR Norma with both 95gr and 107gr Sierra MKs. I drove home thinking the 95's significantly under-performed the 107's, but after actually measuring the results, the 95's actually did better by a small margin. In other words, my eyeball evaluation was wrong.
Bottom line: If you're trying to figure what's going on with your hand loads, target evaluation is one of the most important steps, but one which often receives short shrift.