I load the leader, wind it until the upper part of the perforation engages the sprocket, tense slightly the film in the cartridge, close the back, wind the film until the frame counter indicates "1". That will typically give me 38 frames on a Fuji slide 135 cartridge, and no problems. That's with Minolta SrT, Minolta X-700, Minolta XM. "1" with this procedure means 38 good images.
38 and 35 doesn't make a difference just in cost, it makes also a difference in occasions. You have 8% probabilities less to miss a good picture because the roll ended at the worse moment. I remember at least one occasion when I had to change the roll, I took 1 minute or so (never been a lighting in changing rolls) and the light had changed. Changing film in the midst of the "action" can sometimes be very frustrating.
My Yashica T3 has a very nice auto-load feature. I just need to place the leader on the red sign, and close the back. That gives me 38 good images, with Fuji slide films which I use. 38 is pretty normal here, no risks.
Fabrizio