Hi ir_minja
With good equipment, procedures and good training there should be few problems

famous last words
Are you looking at this from a point of view of experience with other thermal spray processes or from a position of little or none?
Potential problem areas of HVOF process in comparison to other thermal spray processes may be:
Health and safety issues:
Extraction/accoustic boothe designed for other processes may not be man enough for HVOF. While say with plasma a nice laminar air flow is achieved, with HVOF the extra turbulence produced may in fact give some reverse flow of dust/fume contaminated air. Noise generated may also greater. Thermal spray processes have a thermal/burning hazard, while HVOF also has a severe mechanical erosive effect. Have seen operator loose skin from hand and arm while being careless. Damage predominantly abrasion and minor burns.
The main potential process problem is due the high velocity and energy output of HVOF. Control of work piece/coating temperature, particularly on small and thin section parts is more difficult to maintain. Keeping masking products in place is certainly a problem compared to other thermal spray processes. Spray distance is generally longer, so spraying bores/internal areas can be limited. Lowish temperature and extremely low particle dwell time exclude spraying of the more refractory type materials like ceramics, tungsten and molybdenum.
Just a few issues of the top of my head. I let others comment on any I've missed. As far as potential problems that effect HVOF and most thermal spray processes as a whole, I suggest you read through many of the other forum postings.