Hi David,
It is really a very huge topic and unfortunatley you missed to describe your system configuration, mainly your OW release level. In some of the aspect it could be relevant.
I haven't to much time to decribe all aspect that I know but I try to add my two cents. Hopefuly the others will added their owns to help you in this issue. Let see:
1.) You can not copy all type of objects (differs from release to release).
2.) Updates, but mainly ESUs will not affect your copied objects, further JDE do not support to apply ESUs on copied objects. You have to figure out the changes and apply them to the copied object if it is really requiered. It could be sometimes a great challenge.
3.) APPLs/UBEs/BSFNs sometimes call each others and they won't know about your copied and customized object and will call the original one. In some cases it could be also an issue.
4.) If you change (generally minor changes) the original objects then you have to re-work the changes after an ESU install if the object was effected, but many times it is the minor disadvantages and you can document the changes and can use Visual ER Compare (on XE and on B7332 if you installed the rolled back solution on B7332).
5.) I do not advise you to skip an object when it affected by an ESU. You can never know the logic of the changes and it is possible that you will install only one part of the changes which will cause faults.
That's all for now.
Good luck anyway,
Zoltán
B7332 SP11, ESU 4116422, Intel NT4, SQL 7 SP1
(working with B7321, B7331, XE too)