Yes, worth it. But in my opinion only if you go direct die because only then the gained improvement is substantial enough to take the risk (and lose your warranty)
For a degree or 5... I wouldn't bother, but for the 13 degrees I gained with going direct die with a Noctua D15 it was worth it. CPU's are not typically things that suddenly cause problems (unlike videocards, harddrives, mainboards and memory modules). And I'm more of a 'set-it-and-forget-it' guy that doesn't look for extreme 24/7 overclocks. So I think the risk of my CPU suddenly breaking in the future is very low.
That being said: Going direct die can be just as safe as with a heatspreader, but you need to be VERY precise and careful in how you mount your cooler. Also you must use a support frame with precise thickness. In my case I designed and 3D printed frame similar to the one from RockitCool and Der8auer.
You can download it here:
Going direct die is all about evenly distributing the pressure from your cooler. And the best way to do that is when a bit of pressure is applied to the CPU die for good contact and the rest of the pressure is distributed on the PCB that surrounds it. This means A) The underside of your cooler has to be perfectly flat and B) the 3D printed part that covers the PCB area around the CPU die must be the same height as that CPU die. It's all about creating an even surface between CPU die and the surrounding PCB.
In my case I made the 3D print in such a way that the core sits ever so slightly higher (like less then a tenth of a mm) compared to the thickness of the printed frame. This ensures the CPU core makes good contact with the cooler. When the cooler is pressed down firmly, the ever so slightly flex of the PCB the core sits on causes the cooler to distribute the rest of its pressure to the PCB.
I did have to sand down the underside of my Noctua D15 since it was not perfectly flat. Luckely that's very easy. Just get a glass mirror and put some fine grit sandpaper on it. Next, place the cooler on top of it and start working until its flat.