I can't answer the question on the zeroing, but I can tell you that the brass deflectors are indeed necessary. As for switching out the barrels... If you are doing it repeatedly, you may wear down the helicoil and the barrel lock screw. In which case, there might be some issue with looseness. This theory hasn't been proven ever, because I don't think people take their barrels on and off too often. How often are you planning to switch out your barrels?