Not on the Kr, but on the K7 (similar HDR to Kx) and now K5 (similar HDR to Kr)
There are likes and dislikes.
I've found it great for night shots involving areas of very high exposure latitude.
Ok for interiors too.
I've also found it not so great for shots into the sun where items stick out against the skyline. The haloing is obvious unless on the lowest settings.
For night, I'd usually HDR2 - a god send to me for night shots. No more need for black cards and such, fantastic o/p.
For more subtle effect, I'd use HDR 1 or standard. This gives perhaps just a stop of extra exposure to the photo.
I suspect its actually too similar to just doing shadow correction on a single shot in post. Which is why I use it less.
Never tried auto, though I may give it a go after looking at some samples on this thread.
Generally, the o/p will look a bit flat, lacking in contrast. All easily fixed in post by levels or curves adjustment.
Samples :