Good to hear that you caught your squib in time. I've had two squibs, both with factory ammo, one in .22LR and one in .25ACP. So far, every round of mine has been a good one.
I have a fairly foolproof method (learned on TFL) whereby I pick up an empty primed case, put powder in it with a dipper, and add it to the rows of cases with powder. Then when all the powder is added (usually a batch of 50 or 100 or however many I need to fill a partial box) I check them with a flashlight before going on to the next step of seating the bullets.
Yes, it's slow, and I only have a hand press, but I've gotten faster over the years and have 100% confidence in my ammo. I would not recommend anything other than a single stage press to a new reloader, or maybe a turret operated in single-stage mode. Even with the experience I have accumulated, the chance of a kaboom isn't worth (to me) the time savings.
If you were in a live rapid fire match and not casually shooting at the range, you might not have time to react to a squib. Some guns are capable of containing multiple jammed bullets in the barrel with only a bulged barrel resulting, but some are not and break apart under such pressure.