Generally speaking, I normally recommend *against* using different bullet weights at different distances - just adds a bit too much opportunity to screw up and grab the wrong box, forget to put the right settings on the scope, or forget to mentally shift gears in terms of wind reading.
*If* a person were to want to do such a thing anyways... I'd generally recommend one load for 'mid range' i.e. 300-600 and one load for long range i.e. 800-1000. Typically you don't see very many matches stateside (other than the Spirit of America match @ Raton) where you shoot both mid-range and long-range in the same day, much less the same match, so hopefully that would limit the potential for the problems listed above.
155s tend to shoot very well - in terms of raw mechanical accuracy they are tough to beat. They do give up some in the wind when you start comparing them against 185 and heavier bullets. The catch there is that for those heavy bullets to really be driven to maximum effectiveness, they need to be running in a long-throated chamber - typically one with quite a bit longer throat than the one that comes in a 12 F/TR or 12 Palma at this time. Seating those long heavy bullets down further into the neck tends to reduce the available powder capacity rapidly.
There are some newer powders such as H100V or 2000MR that can offset some of that effect, as they are much denser powders and you can still get enough powder behind a short-seated 185 to get it going fast enough to be viable (150 fps or more faster than with Varget, in my experience).
The one thing you DO NOT want to do is have loads with different powders if there is any way at all around it. Its not uncommon for it to take 5-10 rounds for a different load with a different powder to settle in. Unless you feel like burning the extra ammo (and time) during your unlimited sighters @ 800yds (in a Palma course), you'd need to scrub the barrel between loads, fire a few rounds anyway to settle things back in, etc. Very much NOT recommended...