Developing new catalysts with superior activity, stability, and selectivity is the ultimate research goal in catalysis. However, a complete understanding of what makes new or already known supported catalysts performant is still challenging. In addition to a careful design of the catalytically active phase, properties such as the interparticle distance, the location of the active phase in the outer or inner pores of the support material, as well as preparation steps such as washing, storage conditions, and conditioning can severely affect the observed performance. With the example of supported Pt nanoparticles (NPs), it is illustrated how systematic studies, where only one experimental parameter is changed at a time independently of the others, provide detailed insights into supported heterogeneous catalyst design. To perform such studies, an integral toolbox approach based on a surfactant-free colloidal synthesis of NPs is developed. This approach takes into account not only the design and production of the catalytically active phase but considers all steps prior to testing the catalyst. The toolbox is well suited to flag and address pitfalls beyond the active phase design, to study and optimize supported precious metal NPs for energy and chemical conversion processes.