Indeed liquid metal is better, however longevity is an issue. And corrosion. And you have to first delid it, then use nail polish to cover the ICs, then put the lid back on. It's just too much work for very little gain. Also LM is "runny" so you have to check on it a lot.
If you are doing competitive benchmarking with LN2, I guess it's fine if you want to win some points. But for day to day operations I don't think it's worth it, to me at least.
The 7820x is not the best Skylake-X cpu, the best for single core performance in X299 are between 10cores-14cores. Also 7820x only has 28 PCie lanes compared to 44 in 10core and above. So a 16x GPU + 4x NVME, that's already 20 lanes.
Anyway, if you really want to delid it go for it.
Der8auer has a good delid tool and there's plenty of YouTube tutorials for this.
There's a
good guide I found for what you're looking for OCing.
You can probably bring the single core perf of 7820x to the 9900k Stock if you OC properly. The latter is finely tuned for single core perf unlike the 7820x, which is a lower tier X299 CPU.