Just based on this and some of your other posts lately, I suggest you'd be wise to look around and read a lot about what works well for other people and how they've got things set up, rather than trying to reinvent the wheel and work it all out for yourself. This one and the scope adjustment thread are particularly good examples.
To answer your question, since I'm not a total dick, no, powder doesn't present a hazard from sticking to the walls of the powder die. This is also not a type of die that makes sense to use on a single stage press; it's mostly for progressive presses where using one is almost always part of the standard die setup the manufacturer intended, and occasionally for turret presses.