Some people say never to do anything but tighten the puller, and that's the safest approach. Maybe it doesn't take much to hurt something; it's hard to tell because the damage might take a long time to cause a failure. My thought is if you tap the end of the puller like you're trying to snap it off (but obviously not hitting it that hard), and avoiding hitting the head of the puller - as if you were trying to drive it into the crank - you're loading the bearings in the direction they're designed to be loaded and aren't likely to hurt anything. Thinking of the puller like a nail, it'd be like trying to bend a nail sticking half-way out over, as opposed to driving it the rest of the way in. That said, for all I know, it might take wailing on it with a sledge hammer (somebody's probably done it...) to cause any damage. At some point, it's going to hurt something, but hard to say when.
Tightening it down and leaving it can work with a regular puller too. The thing is, you need temperature variation to cause expansion/contraction, so it might not do any good in a heated garage or shop. Same difference with the hydraulic method. If I'm not in a hurry, I'll usually crank down the puller, then leave it if it doesn't pop, coming back and cranking on it again until it does. A couple times I've tapped on the puller as described and that's helped it pop. I prefer to avoid that, just being better safe than sorry. It's probably never going to hurt anything if you're careful, but if you can get it off without tapping the puller, there's never any question.
