It’s exactly the same as signing a psbt. Sparrow makes it easy for the user to not mess up. As long has you write down your seed phrase and derivation path you are good. One thing I like to do is export the wallet in different formats(specter, blue wallet, other software etc..) and saving it as a backup so I can always restore my wallet in another software easily. This helps avoid the problem of having a seed phrase but not belong able to find the addresses with balances. It also helps you restore the wallet if for whatever reason sparrow is not an option anymore. The backups store xpubs and derivation paths so if exposed will be bad for privacy but does not risk losing funds.