Tube failure -- what would happen in worst case?

If you have to, pay someone to show you how to bias your amp. Small differences in AC voltage can change the bias. Just because the amp is new doesn't mean your house voltage is the same as the factory where the amp was built.

Another good reason to have someone show you how to bias your amp and use the proper tools is so you don't electrocute yourself.

I have had tubes short out in my Audio Research M-300s. One time a tube shorted so bad it blew pieces of a resistor all over the room and took out a 1 inch section of trace on the circuit board.

Some tubes hold up better than others. The input tube in the Quicksilver full function preamp is a 12AU7 and my Quicksilver preamp ate Golden Dragen 12AU7s for lunch. One day the system was on without music playing. From the other end of the house I heard an awful sound coming from the Martin Logan CLS. The Golden Dragon 12AU7 failed. I installed another Golden Dragon 12AU7 and it lasted 2 days before it failed. I switched to a Siemens tube and never had another problem.

When it comes to tubes never say never because you never know.