Config overrides seem very handy, but can be pretty problematic when used for config entities. If you are using them in this way, you should make very sure that there aren't any unintended side effects. And if you maintain a contrib module that defines a config entity type, you should make sure they're safe to use with config overrides.
Fair warning: This blog post is mainly written for developers. While, ideally, site builders who want to use configuration overrides should also understand the inherent problems they come with, I don't feel it's possible to really explain those problems without getting pretty technical.