The rule of thumb is never use a wad on a hollow point projectile. If you are getting gas pressures releasing past a hollow based projectile, fill the hollow with a solid type bullet lube.

Wad are used on flat based conicals or under the patch of a roundball. The wad will protect the bottom of the conical and the patch from the heat of the ignition. Patches you recover in many cases look like they could be refused.

Also no wads under any sabots. The sabots themself act to protect the projectile. Although some people are finding excellent results using sub wads (they look like half a sabot) under some sabot loads. Again, this is usually when using some real hot powders or magnum loads, to protect the sabots.