Serial femtosecond crystallography (SFX) data were recorded at the European X-ray free-electron laser facility (EuXFEL) with protein microcrystals delivered via a microscopic liquid jet. An XFEL beam striking such a jet may launch supersonic shock waves up the jet, compromising the oncoming sample. To investigate this efficiently, we employed a novel XFEL pulse pattern to nominally expose the sample to between zero and four shock waves before being probed. Analyzing hit rate, indexing rate, and resolution for diffraction data recorded at MHz pulse rates, we found no evidence of damage. Notably, however, this conclusion could only be drawn after careful identification and assimilation of numerous interrelated experimental factors, which we describe in detail. Failure to do so would have led to an erroneous conclusion. Femtosecond photography of the sample-carrying jet revealed critically different jet behavior from that of all homogeneous liquid jets studied to date in this manner.