One area we have a problem is when the actual weight is significantly different from the estimated weight that flight plan fuel burn is based on. I had a good example of this a couple of days ago with an ethnic flight where the official zero fuel weight provided five minutes before departure was within a few kilo of max, but only 500 kilo over estimated. The fuel burn was 400 kg over flight plan with some short cuts and a straight in arrival so how accurate the reported figure was is open to conjecture as the actual weight should only have incurred 150 kg penalty.
I had allowed for this eventuality based on previous experience. But it does beg the question how realistic the zero fuel weights are at times. Bucket and spade flights with lots of children almost always use less fuel. Ethnic flights outside school holidays mainly use more. Looking historically over a long enough period the estimated and actual burn should be the same thing. But on individual flights local knowledge is required, which after all is what we are paid for.