I suspect that with the large and longer cases and coarser powders, it is more difficult to overcompress, compared to a short case and 3F powder. I will strongly disagree with Geno though; black powder has to be compressed but not strongly compressed. A drop tube only I believe is good enough although I use a drop tube and maybe 1/8" compression.
I have used grease cookies but found them a nuisance and currently use just a card wad cut from a milk carton between powder and slug. I have also shot paper patch but again they are a nuisance and I only occasionally go back and try them because something else is not working :>)
In the 32-40, the effect was very noticeable; I made a .32 diameter steel plug, put a 7/8 bolt in the top of the loading press and scrunched the powder down. The shell still chambered but usually shot quite low from a gun that was otherwise consistent. 32-40 is not the only caliber I shoot, currently 38-56 but also many others including rimfire cases in small doses. I use hilti shells as primers in them :>)
cheers Doug
