If you trade small you don't have to worry about the gaps. Corollary: If you are worried about the gaps then you're not trading small enough.
It's just that my account is rather small (<10K)to trade 1 or 2 contracts (NQ). Two contracts are the way to go but in case of a big gap that could mean damage. I guess the worst case scenario is NQ opens down 100 points and I am long 2 contracts thus I would be out $4K overnight. I may also try 1NQ +2 DIA SSF, so I have 3 units to scale out of.