To prevent inconsistencies you just have to make sure whatever other icons you choose to fill the gaps make sense thematically. The icons in your link are all one toned, very simple shapes with a few outliers here and there that have a little more detail. You'll want to find icons from other sets that match this style.
When choosing other icons, make sure that they feel right sitting next to the icons in this set. This is mainly a judgment call on your part. If I get even a small sense it doesn't associate well, I usually take that to mean that it won't work. Trust your judgments on this. Users aren't always the best at understanding design, but they are well adept and understanding consistency in design.
I'm a big proponent of the Noun Project when it comes to a free resource for icons. As you'll see a majority of those icons will fit thematically with they Entypo icon pack.
In terms of how to thematically create icons for a consistent experience, it might be of use to read the guidelines of how a company like Fedora created an icon set. The Echo Project goes into the specifics of what they consider for a consistent experience. You'll see they have a detailed descriptions of each of the design elements (color palette, style elements, etc) and how they make those determinations. It's well worth the read.