I started out with 0.25mm, then worked my way up to 0.5mm, and currently on 1mm.
From the beginning, I've always applied Minoxidil immediately after. Since I moved onto 1mm, there appears to be very light bleeding so I get into the habit of rinsing it in shower after dermarolling, then applied Minoxidil once hair is mostly dry.
I now do 1mm 1-2 times a week and either apply Minoxidil after washing hair, or immediately after (if I feel too lazy to wash hair).
I have been doing dermarolling for a year now, and so far not noticed any side effects from Minoxidil.
I guess what I am watching the most is the recovery from a dermarolling session; if it doesn't appear that your scalp feels 'normal' again (as before the rolling), I wouldn't subject the scalp to another session yet. It was mentioned in another thread that over-usage could cause micro-scarring, which leads to hair loss.
Other than that, I am relatively happy with dermaroling; I feel that it has made my scalp feel healthier with no more itch (except a little during the recovery process), and less oily and no more dandruff.