i would never think of building a firearm withoutchecking headspace with a go and no go gauge set.
building without gauging is putting your trust in someone else's skills...skills that controll a 30,000 cup to 50,000 cup contained explosion.
that said, i have known guys that roped their new build job to a tre and test fired with a string tied to the trigger. after examining the spent brass, the rifles were deemed usable or in need of further work.
it's YOUR FACE/EYES. do as you see fit, but i recommend gauging your headspace prior to test firing.
btw, you can go over to www.1919a4.com
and read the 1919a4 forum to hear about the 66 year old gentleman that lost an eye from a kaboom'd gun. the post is entitled something about right side plates and the poster's name is selfshooter, iirc.