Oh yes! This usually happens with a rough knockdown texture. Very difficult to cut-in. I do one of two things, one of them you already mentioned.
A small amount of caulking at this corner makes a world of difference. After the caulking dries, you can cut-in free hand or use tape. Another option is to use tape, as you mentioned, with a small amount of caulking covering its edge at the corner. This accomplishes the same thing and saves a little time.
It's amazing what a little caulking can do to smooth out a rough texture. And, the best part is it isn't visible when everything is painted.