There shouldn't be any differences with how you want to set things up for local vs production telemetry (in fact all our users test locally typically before pushing it out to staging/prod).
Of course if your local/prod run completely different and require different instrumentation, that might be trickier.
I'm wondering if you had a specific use case in mind? Happy to dive more into how it should be done (feel free to join on Discord too if you'd like to chat there)