Expression quantitative trait (eQTL) studies are a powerful tool for identifying genetic variants that affect levels of messenger RNA. Since gene expression is controlled by a complex network of gene-regulating factors, one way to identify these factors is to search for interaction effects between genetic variants and mRNA levels of transcription factors (TFs) and their respective target genes. However, identification of interaction effects in gene expression data pose a variety of methodological challenges, and it has become clear that such analyses should be conducted and interpreted with caution. Investigating the validity and interpretability of several interaction tests when screening for eQTL SNPs whose effect on the target gene expression is modified by the expression level of a transcription factor, we characterized two important methodological issues. First, we stress the scale-dependency of interaction effects and highlight that commonly applied transformation of gene expression data can induce or remove interactions, making interpretation of results more challenging. We then demonstrate that, in the setting of moderate to strong interaction effects on the order of what may be reasonably expected for eQTL studies, standard interaction screening can be biased due to heteroscedasticity induced by true interactions. Using simulation and real data analysis, we outline a set of reasonable minimum conditions and sample size requirements for reliable detection of variant-by-environment and variant-by-TF interactions using the heteroscedasticity consistent covariance-based approach.