Issues with editing pokéballs

[Tokau]

Hi everyone.

I just started to mess around with pkhex and I'm really loving all the possibilities.

Currently playing ultra sun on citra and, although I'm trying to keep my mons legal, I really like the idea of changing pokéballs.

I just wanted to know if anyone had any issues using "incorrect" pokéballs during their playthroughs on emulators?

Can the game handle it or will I have problems down the line by using a dream ball for Mew, for instance?

Thanks guys