BSODs from hal.dll and ntoskrnl.exe shows up during gameplay

The Intel boards I have had a warning sticker on the CPU socket cover. It Says:


Important
This cap MUST be placed if returning the motherboard.

Yeah, but it comes down to how friendly are their customer support and RMA policies.

It's not like a customer losing the cap is a so rare occurrence.

The mobo has to be put in a antistatic bag. Or wrapped with antistatic bubblewrap (it's pink btw, and not just because it's trendy).
Now, I doubt that they care about this being it an RMA, but that's how all electronic components are shipped.

Then the amount of additional protection is up to you, or how much you trust the people that will handle your stuff.
Here couriers are a bit careless, and I've seen with my eyes boxes that were thrown over a 2 meter high fence just because there wasn't anyone there receiving them when the courier arrived.

Everything I ship is in its own box, in a box 5 cm bigger in all dimensions, with shriveled up newspapers (to save the costs of bubble wrap) to fill all the additional space.

The stuff that remains at home will be fine if put on the printer A4 paper, and if you care about dust, cover them with the same paper.
Antistatic bags/bubblewrap are required if the stuff is likely to experience vibration and movement (that generate static electricity), I assume that at home you have a quiet place to place them for a while, where paper will be enough.

Looks good so far.

To cover the pins, you can cut a piece of relatively thick paperboard (like the one on the back side of a drawing block) to the size of a processor and "mount" it like it was a processor (so you use the processor mounting bracket to keep it in place).

Or you can tape it over the slot.