The first stage rocket doesn't go nearly as high or as fast as the shuttle though, no? AFAIK the shuttle had to have its heat shield replaced after each return trip, and it landed aerodynamically rather than via rocket power. I'd presume that the powered descent of the first stage means that it doesn't need any sort of heat shielding, at the expense of more stress on the engines, thus requiring a bespoke inspection process.
It doesn't have a heat shield because it simply doesn't go fast enough relative to the atmosphere to need one, it does not 're-enter' the atmosphere at nearly the same horizontal speeds the shuttle did (from full orbital velocity down to landing speed). Even so, the stresses from heating up, cooling down, launch and landing are such that they will likely magnaflux that whole thing from one end to the other just to be sure there aren't any defects, especially until they have more experience, they'll pick it apart and inspect each and every bit to see how well it performed. Later on when they have much more data they might decide to swap out parts only every so many launches if possible.
