You are using the rivets and stays to prevent the flat sections of the boiler from bowing and blowing out. So, yes set the rivets. Do not, however, rely on rivets to hold against pressure to compensate for bad fiiting of the plates. Rivets should be used to hold while siver soldering. There is no gap between the plates so silver solder cannot flow bvetween them. The idea of using screwed stays is so that there is no possibility of them popping out. They also hold the plates rigid to each other.
Ray