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Considering that there was a MIUI bug that would soft-brick the phone if you set minimum width to a too large value (smaller display size), or if you disabled “MIUI optimization”, or perhaps even installed a bad update, maybe better to be careful. But MIUI was really on the extreme with bugs.
I didn’t personally experience those, though I only played with the display size and only updated once, as MIUI 13 had way too many known bugs. But I found there was some, though not large chance of SD card corruption if I didn’t “Eject” it before reboot.
But to be fair, the optimization and minimum width are both in Developer settings.
As for (possibly) permanent things, from my mind:
Basically anything in MTK Engineer mode or other dialer-accessible secret menus (hidden just like Developer settings)
That time Samsung disabled band mode selection with an update, but the settings wouldn’t reset thus remaining locked however they were set by the user (probably not used by regular users, but just like with MTK EM, there were apps to access this without special codes)
And lastly one that may actually impact regular users who utilize eSIM adapters (e.g.: eSTK, JMP, 5ber, 9esim):
https://osmocom.org/projects/pysim/wiki/UE_behavior_with_plastic_eUICC
TIL MIUI as in Xiaomi User Interface