I personally had not looked-for any new mineral, albeit I came a few times across crystalline substances (I can't call it "minerals" according to IMA-CNMNC definition what is mineral and what is not) which had no entry in the accepted mineral list. To be honest that kind of endeavor (searching for minerals) does not excites me. I am more petrologist than mineralogist - revealing the history of rock based on chemical composition of minerals and its transitions gives me more satisfaction than wining mini-wars with IMA-CNMNC. However part of our client base is actively searching for new minerals and fighting their mini wars with IMA-CNMNC and winning (my coworker recently send a request to our clients to assert number of new accepted minerals which composition measurements by our SX100 was crucial for acceptance, the number is above 70). The whole point is that it is IMA-CNMNC who is deciding "what is a new mineral" and what is not, and if that is distinctively a new mineral or just some "shade" (isomorphous variety) of already known mineral or is not a mineral. One more tricky gotcha is that to be recognized as a new mineral, the ((non-)crystalline-) substance needs to be "naturally-occurring" so if it is not natural it is not a mineral. Synthesized minerals (ups, I should not call that "minerals"

) in lab conditions are strictly discriminated from being acknowledged as a new mineral species or variety. Also there is some grey-areas as in example minerals occurring in anthropogenic post-industrial conditions unintentionally. I am aware of the few cases where such new found minerals, at first found in some post-industrial rubble pile (crystallized thanks to self-ignition and long-lasting fire (burning for few years)), would not be accepted until natural occurrence of it would be found in "more natural" environment (fortunately there are these natural "everlasting-fire" sites in middle east).
From technical perspective in most of circumstances the EPMA of new found mineral is not enough - the diffraction pattern and crystalline structure needs to be defined too. Some rare minerals occur in really limited amounts (and has really very small size like ten(s) of µm), naturally XRD method is limited for such kind. Development and increased availability of EBSD and FIB lamella cutout + HRTEM for crystal structure data reconstruction made it possible for these kind of minerals to start being accepted by IMA.
Now, I understand the stance of IMA-CNMNC for this "natural occurrence" request - probably else it would be overrun with absurdly cosmic amount of lab-made minerals (And there is an incredibly huge crowd of people who want's to get their [Surname]'aite in the IMA list). But on the other hand, we analyse lots of "experimental petrology" (experimental PT(high pressure, high temperature) + volatiles + natural minerals) samples and I had witnessed many cases where was some clearly a new mineral, which is not in the list of IMA. It probably would not be stable in naturally exposed rock surface (thus, hitherto, was not found "naturally" and is not in IMA-CNMNC list), however it clearly have important role in explaining some naturally occurring geochemical-petrological peculiarities (such a "twaddle" would not impress any mineralogist). In some cases we could find descriptions of such "minerals" in some non-geological research, but IMA-CNMNC would not include it (and no one would probably even try to propose it knowing the requirements) as it would be not geological "naturally occurring". IMA-CNMNC is very "natural"-mineralogy-centric. To be honest it is also petrology-unfriendly - I find its variety-nomenclature very obnoxious, especially with these REE varieties of some minerals. I had attended numerous times the "Drama" acted by some mineralogy-centric referees when suffix of dominant REE (and most important accepted by IMA-CNMNC, because if element is not accepted/recognized variety of mineral then it should not be called a mineral!) is absent, or is used (does not matter if in petrological context the verbose nomenclature is not giving anything important).
Thus I leave these endeavor for our brave clients. The measuring the chemical composition with EPMA, doing some EBSD are the easiest part in searching and gathering data for new mineral recognition. Convincing, dealing with the IMA-CNMNC - that is where the largest part of methodology for new mineral recognition dwells.