OK, makes sense that a proper HDRI has a hot spot or spots that gives an appropriate shadow. It has to be slightly harder to get that light to point in the direction you may want then when using a spot or Infinite light. IE suppose you want the light from the front upper right to create a shadow on the floor at some angle. I guess you have to rotate the HDRI in the sphere to get the light coming in the way you want. That could be a little confusing and difficult to see in the preview. Is there a technique for this?

Can you control the sharpness of the shadow with a HDRI or is that not an issue?