How picky are CPUs in terms of how evenly the thermal compound is?

Ideally you need a good uniform layer of thermal compound between the CPU and heat sink.

If not too much came away you might be OK.

Get the machine built and then just turn it on to monitor the temperature from the BIOS screen. If it settles down at roughly the correct idle temperature then you're probably OK. If it keeps rising (don't leave it too long) then you'll need to reapply the paste.