In Oracle EBS 12.2.11, Is it an issue to utilize both vacation rules and proxies for delegation?

In Oracle EBS 12.2.11, Is it an issue to set up a fellow employee on your vacation rules if out of the office, if they are already set up as a proxy when out of the office? Or is it an issue to set up one employee as your proxy, then when you go out for vacation, you then set up a vacation rule for another employee? We want to understand why recommended to us one or the other, and if you do use one and not the other, should every employee utilize the same.