I use my DE once in a,while. There is always a chance to get a nick with a DE. It's all about the angle, so you have to take your time. The only time I have a problem now is when I lose my concentration. If I have a problem area, I just move on, then at the end I go over it with a regular razor.
Congratulations on sticking with the shaving! There is definitely a learning curve when headshaving, especially when using different razors.