I usually use my knife to make a small slit to push the legs through, that way I know exactly where they will end up, and they don't tear the paper.
i don't put anything behind them, but you have to be careful when you are putting the page in the page protector as it can sometimes catch on the opposite page, once it's in, then it's fine.
I use them LOADS, particularly for vellum. I mostly scrap at night, and setting eyelets is just not viable.
bev