It is not difficult. Increased depth of focus and depth of field expand the zone of acceptable sharpness, but there is still only one plane of sharp focus, and at the magnification of most grain magnifiers, it is not very difficult to find. That is unless you are using some sort of micro-grained doc/copy film and the enlargement factor is exceedingly small.
Originally Posted by cliveh
If you have a high quality modern lens, there is likely no meaningful focus shift and you can go about your business focusing wide open without worry.
However even if you find there is a focus shift, in all honesty unless your preferred working aperture is very small, focusing at the working aperture should not be a problem. Maybe it will take a few extra seconds of back and forth but so what? I worked this way for years when enlarging 35mm negatives in a standard Omega B66. I had a basic 50mm f/4 lens, and I always focused at f/8. It was not difficult at all.