I had my first shave with the R41 today. As per advice in this thread, I went for a Voskhod blade and made sure my lather was quite thick with plenty of cushion. I did 3 passes and it's a pretty decent shave. Not quite as smooth as I get with my unknown brand OC and a couple of tiny nicks, though nothing that bled. The nicks were in the same places that I get them with other razors occasionally. Cold water closed them. Oh, and I forgot the pre-shave oil, which I do find helps me.
Even though the head seems quite big compared to my OC, I found it much easier to go around my goatee than with my 37C. I've also purchased a Gillette New from BST, so it'll be interesting to see how that compares with the R41.
As there are a few Shark blades in with it, I'll probably try one of those with it. Maybe an Astra SP or a Swedish Supersteel as well. I don't want to do too much chopping & changing, though, I'd rather just try to get used to the razor.