Building a 455 with .030 over pistons, mild cam, and headers. Shop strongly recommending a windage tray. It appears stock engines did not have them? Any thoughts?

 

Drop the piston size down to .030 over to maintain cylinder wall thickness.

 

In general I'd say they aren't required however there really isn't any harm in installing one except the hassle. It will help with higher RPM oil control.
Keep in mind though all full length Oldsmobile windage trays are custom and more than likely will require custom grinding/fitting to work for your application.
You will need to:

• Purchase or find the correct bolts or studs/spacers/nuts to install the tray.
• Buy a kit from various suppliers but count on installing it multiple times to get the fit right.
• Verify that your dipstick tube and dipstick will correctly clear the windage tray.
• Ensure enough clearance between crank, rods, rod bolts and the tray.
• Loctite the nuts securing the tray.