I press open almost all the time. With the standard Jewel Box the bulk isn't too bad. I'm thinking of the block that has two 4-patches along one diagonal, and HST for the other two quarters.
I find the worst offenders to be pinwheels and lone-star type diamonds. Sometimes you have to plan the quilting design to go around them rather than through them. We had a thread here recently talking about taking a hammer to that center seam -- that's a serious suggestion! Somehow once you get it quilted down it isn't so lumpy even if you are afraid it will be hard like a button.