Worst case is what you said about reducing your anonymity set with those not running dojo. But every remix you do reduces the effect of this because you're also remixing with other dojo users. It gets messy fast.

Remixing is free so I don't know why you wouldn't. Ignoring my oldest, the most recent are 40+ remixes deep. Goodluck using process of elimination to track thru that even in a worst case scenario.