I'm not sure I would put it in terms of do's and don'ts. These alloys have specific regimes they need to be welded with including preheat mins, interpass mins (and max's), bakeouts, etc.
Since we are talking X20 and P91 I assume we are talking power (main steam-hot reheat-cold reheat-etc). Hight temps, high pressure, etc. I can't emphasize enough that you need to do extensive research before undertaking the welding of such alloys.
Mannesmann used to put out an excellent book called the P91 Book (and if memory serves there is mention of X20 in the book). I hope they have continued that process. It is well worth it. I'd check with them first. They should also have some good info on X20 considering they are a German company and X20 is a European alloy. Thyssen will be another excellent source of information. Metrode another. These are all highly reputable and extremely knowledgeable companies (in fact-the foremost on these very alloys IMO) with extensive research departments.
These alloys are used in such critical applications and are such crack sensitive alloys they should not be taken lightly.

Chanadu,

I'm 100% with js55 when he says: "These alloys are used in such critical applications and are such crack sensitive alloys they should not be taken lightly."

The steel manufacturers should be the people to get in contact to, to pursue the correct procdures for welding their materials.

Just as a little hint from my side - as far as it's still unknown to you - here are two links treating the materials you are asking about.

First was an excellent article in the 08/2007 AWS Welding Journal and treating "P91 and Beyond":

http://files.aws.org/wj/2007/wj0807-29.pdf.

Second leads to a paper coming from two German experts being with Böhler Thyssen and treating these materials as well:

http://www.msm.cam.ac.uk/phase-trans/2005/LINK/182.pdf

Hope this helps a bit.

Best regards,
Stephan

P.S. May God give Henry a quick recovery to enable him a quick return to the forums. I'm sure he would have tons of excellent information and personal experience on that.