Well, not really. KeePassXC works properly apart from the Auto-Type feature, which is not that big of a problem because you can use browser integration or just copy and paste it. As for the screen sharing thing - it works, i've had problem with capturing sound with it but apparently it is just Discord for Linux thing and not really Wayland. I never had any issue with DPI, neither on Gnome or KDE. I don't remember what is was on Gnome, but UI scalling on KDE works fine.

I've fully switched to Wayland some time ago (it could be already a year) after I learned about how insecure X really is and I honestly do not experience any issues that I sometimes see on the internet. I've been using Gnome for few months, but now I switched to KDE. I think a lot of apps are working natively on Wayland, but for other cases you have XWayland that also works flawlessy in my opinion.

One of things that was issue for me was that I couldn't use Auto-Type feature in KeePassXC, because Wayland doesn't let apps pretend to be a keyboard or capture windows as easily as X does. Funnily enough, I've managed to get it working by running keepassxc --platform xcb, but it stopped working some time ago and I'm not entirely sure why. Other thing that is a problem for me is screen sharing. Wayland doesn't allow apps to capture screen as I mentioned earlier so it heavily relies on PipeWire for this and PipeWire has its own sets of problems. It seems working correctly for the most part, but I couldn't really figure out how to share screen with sound. Not a dealbreaker for me, and a workaround would be to route audio as a microphone input for example, but it is an issue nonetheless. This is only a problem on Discord, in OBS you can easily select video and audio sources.

If you're using KDE already, you could just select Plasma (Wayland) in your display manager and play with it a bit to see if you like it and experience any issues.