That was a bit cringeworthy as someone who remembers the old TomsHardware video, and knows how rapidly new CPUs can change temperature/power consumption. You might end up with a damaged CPU, finger, or both. The amount of thermal mass relative to the power dissipation is tiny, and the BIOS definitely isn't going to put the CPU in power-saving mode right out of reset. I strongly recommend never powering on a "bare CPU" without a heatsink on it for anything newer than a (original) Pentium. Not having a working fan on the heatsink is not as bad, since the heatsink has plenty of thermal mass.