I had one instance, a couple of years ago, where I was called to troubleshoot an application going through VSX R81.10. The application owner was certain that the issue was because the firewall wasn't running R81.20 with its patch, the then recommended version. The IT director sided with the application owner and asked that I do the upgrade right now, on the spot, middle of the day, no questions asked.
Customer is king so I went ahead with CPUSE telling them to get ready, while still ensuring MVC and whatnot were working.
Actually it went smoothly, cutover was transparent and so on. As for the application, it turned out that It Was Not The Firewall (TM) but it's another story we're all familiar with.
Other VSX upgrades went R81.10 - R81.20 - R82 each with Blink and MVC, without any issues. So I reconsidered the "format the box whenever it's VSX" from there. R82.10 is another story with UPPAK unconditionally on, but I didn't try it yet on VSX.