I always check NOS transistors and Ge diodes before installation. I usually trust my eyes with resistors, but if I'm unsure, the DVM is close by. Occasionally I'll spot-check parts just for fun. As PedalPCB said, tolerance is not critical in 99% of pedal circuits, octave-up being the exception where good balance yields a stronger octave tone. We use metal film resistors because they are low-noise, not be cause they are tight-tolerance. Remember the EHX rule: if you run out of something, grab whetever you have that's in the ballpark and install it. You think they built that many variations of the BMP on purpose?
I guess I've been lucky, no mis-marked or out-of-spec parts from DigiKey, Mouser, Arrow, SB or Tayda. ?
How many of you test your ICs before installing them? Yeah, that's what I thought. Too hard to do, so I don't either. Even OCD has its limits.