Stress testing should be done to make sure the chip is in working condition.
but Burning it in so that it performs better or more optimally than the next chip, no such thing.
I dunno. With desktop cpu's on s775, some of my dozens of chips would overclock slightly better after a "burn in", not to mention that thermal paste at the time often needed a burn in time to optimally cool a chip.
I have sometimes find that a burn-in is required for whatever thermal paste manufacturers use. In a few notebooks I have owned the temperatures dropped significantly, like 5C+, after stressing the components.
Some thermal past like AS5 needs some curing time. AS5 for instance needs about 240 hours to reach its optimum performance. The curing is done under normal condition and thus no stressing is needed. Other thermal pasts such as MX-3 doesn't require any curing time and thus the performance doesn't improve over time