I do not wear mine tightly, and if I leave my wrist in the same position for an extended period of time (like typing for an hour), I will see very slight indentations, though I don't feel them when they're occurring.
If I tighten my ocean band down by one more notch, like I do when I run on my treadmill, so the watch doesn't bounce around, then the marks will occur after a short while.
All that said, with a band of this design, there's no way to completely avoid it. With the ridges, the pressure will always be uneven. But with how I wear it normally and moving around throughout the day, it doesn't really occur.