No zero clearance for me either. I think about it when a small piece wants to drop and gets hung up but that isn't too often. When I did the Marx Brothers I saved some pieces to put back for support but never used them. If they pop out just toss those pieces. I do usually have a finger close to the blade when cutting fine detail. Relax and don't over-think it. It sounds like you are already doing what a lot of us do.