Visuo-haptic illusions are a method to expand proxy-based interactions in VR by introducing unnoticeable discrepancies between the virtual and real world. Yet how different design variables affect the illusions with proxies is still unclear. To unpack a subset of variables, we conducted two user studies with 48 participants to explore the impact of (1) different grasping types and movement trajectories, and (2) different grasping types and object masses on the discrepancy which may be introduced. Our Bayes analysis suggests that grasping types and object masses (≤ 500 g) did not noticeably affect the discrepancy, but for movement trajectory, results were inconclusive. Further, we identified a significant difference between (un)restricted movement trajectories. Our data shows considerable differences in participants’ proprioceptive accuracy, which seem to correlate with their prior VR experience. Finally, we illustrate the impact of our key findings on the visuo-haptic illusion design process by showcasing a new design workflow.