Options on futures – assignment, hedging, etc.

I'm beginning to backtest a strategy primarily using SPX 0 DTE broken wing butterflies and overlaying a hedge with SPY. I want to look at doing something similar with other assets, namely oil and gold. I'm still learning about options on futures, but my question is whether I have to worry about assignment risk if I were to open the BWB on /CL or /GC options. The risk graph shows a defined risk trade, but do I need to close out if one or all of the positions are ITM to avoid assignment? Additionally, is there any issue with hedging with the option itself (different strike obviously) instead of using the corresponding ETFs (USO and GLD, for example)?