when is it necessary to shim the diffs?

Unless traxxas has changed, they don't shim anything stock. Some diffs are closer fitting than others just due to variation in the way mass produced assembly line parts and their tolerances fit together. I've had tmaxx diffs that didn't need shimming, I've had others with way too much play in desperate need of shimming. Kinda on a case by case basis. I have no experience with 3905 diffs however, they're supposed to be better (?).

I think I've seen one of your threads linked with the how-to shim diffs on trx forums - thats a good place to start. Need to understand what you're trying to accomplish to start with. You want to remove side to side play of the diff in the case and at the same time, set the height of the ring gear to get proper mesh with the pinion. Last step is to shim pinion to get its depth on the ring gear right. End result is a slightly tight diff that has little to no play. My experience with them is after a short break-in period, they become very smooth and give a nice trouble free, reasonable service life. Its not hard, but requires of patience to get right.

McMaster-Carr has good selection on shims - where I bought mine.

Easy way to handle this - buy/keep spare diffs on hand and when it starts the dreaded clicking noise - replace the one making noise. Your bl setup is putting a lot more torque on the diffs and diffs supporting structure than it was ever designed to handle - that's what causes the prob.