My annoyances with the story tend to be minor continuity stuff, which in retrospect is usually something I missed, or at least misunderstood. As vague as his writing is, Bakker's consistency seems for the most part to be quite solid.
An example is Saccarees being described in TUC as the youngest Grandmaster the Mandate ever had. Kinda makes me roll my eyes because the Mandate leadership didn't seem to have such central leadership. They were ruled by council in the Quorum. Unless Achamian's musings about being "de facto" GM in TWP actually count somehow, due to his proximity to the events, Saccarees is pretty much the only GM the Mandate ever had, let alone the youngest.
But as I said, these are petty grievances, mostly.