Unfortunately, YES.
There really aren't many shortcuts when it comes to stability/stress testing.
If you cut corners now, you might get bitten in the butt later after many hours of testing.
Make sure your system is stable at stock settings, which means Memtest86+ initially, followed by extended testing with Prime95, OCCT, or Orthos for at least 6 - 8 hours or longer.
If you want to cut corners, Memtest86+ is the one; do a 2 - 4 initial pass test, followed by full tests with the others.
I recommend using Intel BurnTest as the second test, which will take less than 1/2 hour if you perform a 10 - 15 loop test.
WATCH YOUR CORE TEMPS with IBT. If IBT has errors, there's no sense in performing the other much longer tests. My preference is to then use OCCT (for its built in temperature and voltage graphical monitoring), along with either Prime95 or Orthos. Running 2 of these 3 programs is pretty thorough.
I suggest that your initial testing uses Memtest86+ and others at stock cpu/memory settings. Once you know that you have a solid foundation. Then you can skip to 400+ cpu speeds. If you want to skip higher, start with 440MHz.
The one shortcut I do take is that I only run 1 pass with Memtest86+ in my subsequent tests unless I'm trying for very aggressive memory timings. In this case, I follow the Memtest86+ loop with 10 - 20 loops of the #5 test
which happens to be my nemesis.
Testing is a PITA, but the ultimate rewards make it well worth it.
Happy testing.