Do any of you do any replay testing in a microservices environment?

Replay testing is when you replay production requests into your testing environment and compare corresponding responses for variances. It's a way to do regression testing that's a bit more black boxy but might end up being more comprehensive than your hand written test suite.

I have heard other companies do this, but haven't found good blog posts about how and what are the potential pitfalls. Especially in a microservices environment where there could be many data dependencies, so doing this kind of testing might be harder.