At the very least you should inspect the gears before you run the tank. If they're too tight a motor could stall and blow your board. All it takes is an evening to pull the gearboxes and break them in after the motors.

As for breaking them in again when you add a new gear, maybe so. You'll know whether or not by how freely they spin.

The gears are made from white metal and until recently varied quite a bit in their tolerances. These are $100 tanks after all.