Always wear eye protection, I've been hit with various flying objects at the range. When they used to let people shoot hollowpoints at indoor ranges, I used to get hit with jacket and slug fragments all the time. If these sharp fragments would of hit me in the eye, I probably would be partially blind now. There are also tiny flecks of brass, lube and hot gas to watch out for too.
Make sure that you have a good "push/pull" capture grip on the DE. Especially on the last round, where the slides mass will produce extra recoil when it locks back. As long as the ammo is comprised of halfway decent JHP's, you shouldn't have any problems. No cheapo undercharged .44's, or unjacketed bullets.