Hi nzsky,
I am heavy user of P800 with roll feeder as well as old 3880 and use all four incarnations of Epson Press papers. These are one of the best papers I have ever used and my favorite ones (HPB and HPN). The only I can rate a bit higher is Canson Rag Photographique, which is whiter (less warm) than HPN and a bit better tonality (both are top level in that area). But more expensive. HPx have the deepest possible blacks as for mat fine art papers on the market.
As for the profiles, the ones attached to the driver are of medium quality. Yo can go to US web page of Epson and download dedicated ICCs, ...mk_v2 ones (read carefully recommendations for print settings).
I have never seen any grainy or dot gain like effects on this paper. Maybe you had a faulty series. Both sides are printable due to paper coating process application, the "official" one is a bit smoother than the reverse one.
As for the roll holder usage, it is ok for usual photo papers like luster or so. For thick papers, barytas, etc, it usually causes head strikes in most cases. The solution is to use "platten gap" option as "wide". It causes a bit worse print quality (not much) due to higher distance from the print head to paper, and can be used only for uni-directional printing, but assures almost no head strikes.
You are lucky to live in NZ, since you can buy Hot Press papers in half-price (from US shops) compared to Europe ;-). I pay for it almost the same price as for very expensive Canson Rag Photographique. I know that Frodo from this forum uses Press papers on rolls for his P600 so you can exchange your experience from Kiwis' perspective :-).
Good luck!