|1) Get theme approval from an editor before tackling a grid design or fill. 21x21's are way too difficult to do on spec. Occasionally, if you have doubts that you'll be able to come with a workable design because of an abundance of theme entries or awkward theme entry lengths, you will need to try a grid design before getting theme approval, but I wouldn't go any further than that. For one thing, until you know which editor you're constructing for, you won't know your maximum word count.
2) I'm always asked about number of theme entries for a 21x21. That's difficult to answer because so much depends on theme entry lengths. The total number of theme squares will vary dramatically from puzzle to puzzle. Here are some rules of thumb though. Bare minimum - 80 theme squares (8 10-letter entries). If your entries are all very long (16-21), 5 entries may be enough. If most of your theme entries are shorter (say 9-12 letters) you want at least 8 entries--I often try for 9. When I have several pairs of entries that are 15 letters or longer, I sometimes settle for 7 entries or even 6. As you can tell from this paragraph, I don't have an analytical mind. I just go by feel. I'll be happy to take a look if you have a theme and need some advice on whether your theme entry count is adequate. In the meantime, maybe someone like Will Johnston can clarify this muddle.
Except for the occasional quip puzzle or rebus puzzle, you'll almost never see theme entries less than 8 letters. If your theme is difficult to decipher, you shouldn't even be using 8-letter entries unless your cluing makes it absolutely clear which shorter entries are theme entries and which aren't. It's best if your theme entries are the longest entries in your puzzle. Even with rebus puzzles, you generally need a full complement of long theme entries, each containing at least one rebus square. The rebus square crossers can be shorties though as can extra rebus square entries that you manage to squeeze in.
3) Maximum word counts differ depending on the editor. From tough to tougher:
Warning -- 21x21's are very difficult to construct. I still struggle with fills and designs after all this time.
4) Once an editor has given you the go-ahead, you'll need a design. I'm even worse at talking about grid design than I am about number of theme entries. I suggest you study the design of some Sunday puzzles at each of the maximum word lengths shown above to get a feel for things. I can offer up a few general pointers, but you'll find exceptions to all of the above, even in my puzzles.
First, try to spread out the difficulty as much as possible. One of the mistakes I see from rookies are mission impossible sectors coupled with dippy little sectors that practically fill themselves.
Second, rookies seem to think that crossing theme entries makes life easier. I used to believe that when I started. It took me a long time to wise up. In general, the fill is tougher when you cross theme entries. As always though, there are exceptions.
Third, it is often helpful to run a few of your theme entries down instead of having all your theme entries run across. This may or may not be doable depending on your entry lengths.
Fourth, in general, try to avoid long fill entries that cross 3 theme squares. That's not always possible, but it's a good rule of thumb. Check your double crossers carefully to make sure that there is a good selection of entries where possible.
Fifth, and this is key, try to design as defensively as possible around your theme squares. You're probably going to have to have some long stacked entries somewhere. I'll often try 3 blocks of entries across the top and bottom if I have a pair of entries that are 12-14 letters for rows 3 and 19. But then I keep the down entries short and avoid double crossers as much as I can. This is tough, but at least the theme square constraints aren't so severe.
If you use blocks of 4 entries across the top, then you want quite a few long entries for your crossers.
Except for the outer theme entries if I'm using blocks of 3, I design just as defensively as possible around my theme entries. I try to keep from having entries that overlap theme entries by more than 5 squares if I can. The tougher your design is around your theme squares, the more difficult your fill job will be.
If your theme has high-Scrabble-count letters such as Z, Q, and J, be very alert to where these letters appear. You may even want to start your design around them. Then, as always, try for the friendliest letter patterns you can find with all your letters.
Fifth, I try, not always successfully to avoid a single central entry of 17 or 19 letters. This layout isn't impossible, but it does make grid design tougher.
Finally, if you have Crossword Compiler, check your design by doing an automatic autofill. Don't save the fill, just try it and then cancel out. If Crossword Compiler can't fill your grid, you're not going to be able to. Crossword compiler will point the cursor at the entry where it bombed out so that's often helpful when it comes to tweaking your design. (An exception is if you have an entry that's shorter than 3 letters in your design. If so, Crossword Compiler will leave the cursor where it is and just give up.) If Crossword Compiler can fill your grid, that still doesn't guarantee it will fill well, but at least it's a start.
5) Once you begin your fill, you can't check for dupes too often. Having to rip out a sector of a 15x15 because of a dupe is no big deal. Having to rip out a 21x21 sector is. If you use Crossword Compiler and check for dupes before you're done, blank entries are counted as dupes so don't panic when you see you have some. Just check the similar words list to make sure you don't have any real dupes.
6) Try to begin your fill with the sectors that look the toughest. Determining which those sectors are isn't always easy, but give it a go. If you start your fill with the sectors that seem to most doable, chances are you'll end up having to rip out the fill to give yourself more leeway in the tougher sections.