Interesting. The closed loop devices I have don't get soldered into the current line at all, they have a hole through the middle.
I once wondered if I could get rid of the DC offset if I wrapped a few windings through the hole and around the side and periodically pulsed AC through it to demagnetize it. It would be controlled by the microcontroller which would be smart enough to know to only use the procedure when the current began high and then approached the hysteresis threshold, and to turn off the ADC readings while performing a demag.
Never tried it out though, I've never seen it in an app note or anything so it's just a theory. You have to be really particular about low-end readings to want to do it though.
Be SURE you get a closed loop device, or the hysteresis error is much larger. The closed loop devices are more expensive.
There's nothing different at all about using shunt resistors over 20A. You just have to get an appropriately rated shunt! They're usually designed to give 50mV at whatever the max current is. Of course, they're also sized so that they can handle the max power. 20A or 200A (and I'm using a 200A shunt on my car's deep cycle battery), it makes no difference in my choice of technology.
Actually, the Hall devices become less desirable as the hysteresis error naturally becomes larger when you select larger devices. Shunts have no such error.