The boiler test code 2018 volume 2 section 13.1.5 says
"It is considered good practice that every time steam is raised in a
boiler that if possible the safety valve is tested by lifting the spigot
to allow steam to escape. This action reduces
sticking of balls etc."
so sounds like it's not mandatory but I think you would need a good reason not to use a testable valve. Maybe boiler inspector can comment.