I’ve done it a few times, as has my dad. No problems at all.
Wrt set up, I’ve always done it myself, it’s really not difficult. Normally I find the action of most guitars too high, and intonation a bit off. A quick adjust of the saddles and its bob on to my liking. Sometimes it takes a few plays over a few weeks to land on a set up that suits you and the guitar, I don’t think you’d get the perfect set up from a one off fettle by a shop. So long as the neck is true (chances are it will be from the off, and even adjusting the neck is a two minute job with an Allen key), and the action at the nut isn’t too high the rest is simples.