It's a pretty simple job, yet it can easily be screwed up....
Some tuners will straight up recommend it when running a built trans tune, some guys say to wait till it pops for the first time....
I waited for it to pop, happened while I was passing a car...
Personally, if you are going to be running a "big" tune, or something like a race tune from a built trans efi live file, it's probably a good precautionary measure, if you're going to be running stock trans efi live tuning it shouldn't be necessary.
You should bottle test the fuel rail if you're having issues, but it's not going to tell you anything in regards as to whether or not you should shim the rail, the bottle test will just show you if the FRPRV is functioning properly, the shim just increases the resistance of the spring that regulates pop off pressure and if installed properly the shim kit modification won't throw any codes, typically you'd get them before the mod
There's other less intrusive little "helps" for the LLY's fuel system, LBZ replacement parts for the FRPRV and pressure regulator for the CP3 are popular "upgrades" to echo what JoshH said...