I have done it with and without a loader. I would not want to use a small changing bag - if only because I usually have a stack of darkslides to unload, the reel, and the tank. If you use the loader you need to get a feel for how much extra rotation is needed after the guide drops into the start of the slot. Putting the flow guides in with the 2509n reels is more fun still.

All reels have their issues. White nylon ones can get sticky if you use photo-flo on them (don't). If you break the sprocket hole on 35mm, it probably won't load. 120 can get crimped leaving half-moon marks on the processed film. With any roll film it is easy to wind up with a coil of film which is about as tame as an anaconda on speed.

When I first started, I had a large metal biscuit tin and a roll of tape on hand in the darkroom. If things go tout of hand, I sealed the film up and went and had a strong cup of tea. 8-)

Off-topic: good biscuit tins are a rare thing these days.