Smaller nozzles exponentially increase print time and are more prone to clogging. You shouldn't have to print slower but depending on the material, it is sometimes helpful to slightly increase temp to keep the material flowing through the smaller hole. I constantly change nozzles and even mill my own for special purposes. The nozzle should be matched to the smallest feature on the part. I also print a lot of parts with very thin walls, so matching the nozzle to the proper shell with is also very helpful.
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