I have noticed that it is best to dry grind coconut pieces for a few seconds. This will make the mixture a little powdery and then you can slow add water and grind to make a paste. Otherwise some smaller pieces may not grind at all. Also, while grinding a large quantity of masala, it is best to add water in parts, and increase the speed at regular intervals.
Don’t jump from slow to very high. Better to shift from speed 1 to the highest speed in the settings provided in the mixer. When you are grinding vegetables, water may not be required since the washed vegetables will contain sufficient water in it. I have also seen that sometimes poppy seeds and zeera may not grind well in some mixies. Dry grinding in small quantities may help.
Some of the other pitfalls can be that the mixer will get overheated due to continuous grinding. You need to switch it off for a while. Also, due to the heat, the jar may not come off easily from the mixer unit.