I doubt it, but am not too sure. Maybe others will advise. Some companies may have this in their procedures.
My opinion. You definitely need to do it. This is an end of line, safety relief device. After factory setting, inspection etc., the PRV gets shipped. During transit, the box/crate etc., will be lifted, dropped, knocked, turned upside down, thrown etc. Although robust looking, they can be delicate instruments. One sharp knock can affect the setting up or down. The internals come away from the central axis etc. etc. Normally a pre installation test would verify all is in order.
However what is often ignored is the way the set pressure test is done.
1) The use of the proper test medium.
2) The ring settings being adjusted for test bench test (the nozzle ring will already have been pre set for the PRV intended duty). But this means breaking the seal of the set screw holding the position of the nozzle ring. Get the manufacturer to OK this, as the main setting (ie., adjusting bolt) would have a sealed cap also).
3) Leakage test should also be done.
4) If test is to be done by a In-situ/Hydraulic tool method method, then other precautions apply.
Per ISO-4126, only the term Safety Valve is used regardless of application or design.