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I have been running megadungeon products a lot. I've run Barrowmaze (the first volume) for two regular players in person, I am still technically running Dwimmermount for a face-to-face group (although we only played like 3 sessions each year, and none so far this year), plus I am actively running Rappan Athuk online (we spent about 20 sessions down there, but the campaign is on the cusp of turning into something very different).
I have tried to summarise my thoughts about running megadungeons, focussing on some of the issues that I have. I must add that I immensely enjoy reading and running megadungeons, so these concerns aren't about invalidating the concept but rather things that if solved would make it an even better, smoother, and more rewarding experience. I should also add that these issues may come up in other types of adventures as well; they just seem exacerbated in megadungeons.
TL;DR: (1) consider the costs and benefits of grids and gridless dungeons; (2) add environmental cues around branching off points on the map; (3) use observable warning details around traps consistently; (4) secrets doors should always be interesting; (5) random encounters should have details that you can build on