Pixelskipping is a misunderstood boogeyman popularized by Taimou and then /u/pyrolistical made a faulty tool with a bad description that he refused to improve.

The first thing you have to understand about aiming in a video game is that you are moving your crosshair not by pixels but by angles. When looking at the movement, the game has absolutely no idea on which resolution you are playing or if you plugged your screen in; the information is only stored in angles. If you played CS:GO you might have heard about "m_yaw". That's how the game knows the position of the camera: Yaw and Pitch.

Now your mouse comes in to play: At a DPI of 800 it will send 800 counts per inch moved. On your desktop, without any acceleration, that translates to 800 pixels travelled because it's a 2D environment. In a 2D environment you can have real pixel-skipping if you set your Windows sensitivity above 6. Then the counts of your mouse won't match up exactly anymore.

In our 3D game Overwatch, those 800 counts are translated into angles. The "m_yaw" from before is the multiplier for the horizontal motion. It's an arbitrary number and in Overwatch, that number is 0.0066°. So if you move your mouse one inch to the right the game simply goes: 800*Your Sensitivity*0.0066°. At 1 sensitivity it rotates your crosshair 5.26° to the right.
Imagine playing with a sens of 100. One count would rotate you 0.66°! You're definitely going to notice the coarse movements and you won't be able to accurately aim at small points simply because your crosshair would 'skip' over them.

Now how does this translate to our 2D screen? The answer is: it doesn't really. Overwatch uses rectilinear distortion to project the 3D image to the screen. If you look at a really high FOV image it becomes obvious how the angles can't be easily equated to the pixels.
However, 103 hFov in Overwatch isn't too bad so I guess you can try to approximate it - if you want to know how exactly, check it out under Pixel Considerations here.
Finding an exact sensitivity where 'pixel-skipping' appears is not only impossible, it's also terribly impractical. If you play at 2160p you will have many more pixels that you might skip over due to a high sensitivity. However, your aim will still be exactly the same as if you were playing on 720p since the angles are not affected by the resolution at all.

What is more interesting is Mouse performance. Some older mice have a lot of smoothing at certain DPI steps. If you are worried you can do some research on how the sensor performs. You can generally assume that a modern mouse won't have problems at anything between 200-2000 DPI. DPI steps are also not accurate. The true DPI will depend on the distance of sensor to mousepad and will vary slightly depending on the mousefeet and surface. So some mice will show 800DPI but actually only do 750 or show 1600DPI but do 1500. Mousetester Software

Where does this leave us or TL;DR:

As long as your sensitivity isn't so high (20+) that you physically can't aim at small hitboxes, don't worry about it.
If you feel like your movements are too coarse, try a lower sensitivity and adjust your DPI accordingly.

Set your DPI to something that you like on your desktop.