As someone who has a lot of piercings, I suggest sticking with 1.2mm and up, for stability. Cheese cutter effect is a real concern, and may or may not be able to be fixed by repiercing.
I’m actually looking for cute jewelry for my mom because she was complaining about how the posts on “regular” earrings were so thin, but she doesn’t know how to shop for legit piercing jewelry.
I would say it’s riskier to stay at less than 1mm as it’s so thin that it’s more likely to just rip out your ear if it gets caught on hair or clothing. There isn’t really a risk in switching between different thicknesses, just be careful when stretching to a bigger size so you don’t harm your piercing.
I’m not trying to be argumentative, but that’s not really how proper piercing works. I think what you’re explaining is what a place like Claire’s would do, use a thicker earring in a piercing gun to push the surrounding flesh out of the way in order to make a hole.
A piercing studio uses a hollow needle inserted by hand, so it goes in gently and easily and the flesh in the hole is actually removed since it’s inside the needle now. Then the earring is inserted afterwards. It’s far less traumatizing to the body this way.