You don't need one, but anytime your core is exposed on top of the cpu it's in danger if mishandled by accident.
I've been thinking about using a shim myself, but I'm going to go without one right now cause most of the places that I deal with don't have shims so I would have a high shipping charge.
It's your call whether you feel safe putting your hsf on and not putting too much pressure to your chip. Good luck.