Checking headspace is always a good idea, don't get me wrong...
Our Grendel barrel came with a matched bolt, so it was unncecessary for us.
"Technically", as long as the barrel extension/chamber and bolt are within specs, headspacing would be fine, and a lot of guys do barrel changes without verification. Just a different animal...there is no way to adjust headspace anyway- short of removing the barrel extension and machining/re-chambering the barrel. Problems are extremely rare, just make sure to torque the barrel to spec.
I'd spend the money on extra ammo.