Spherical harmonics can be used to achieve a direction-continuous representation of head-related transfer functions (HRTF). This paper presents an analysis of this process using a freely-available full-sphere HRTF dataset measured on a 2702-point Lebedev grid. It is shown that for limited modal order, the interpolation accuracy can be improved by first extracting the onset delays and processing these separately. With spherical harmonics up to 35th order, the interpolation was found to be indistinguishable from measured HRTF data, using a 2-AFC listening test. A multiple stimulus rating test confirmed that these differences are inaudible whilst indicating that a nearest neighbour selection is audible. When using spherical harmonics up to only 5th order, the differences are clearly audible, however separate onset processing leads to much smaller differences.