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