Greetings Garry, your title “relief valves” seemed to indicate the automatic relief valves mostly fitted on the end covers of (mainly) piston valve locos.
Britannia’s, most LMS types had them. they were automatic spring loaded valves and I have seen many examples fitted to miniature locos.
However you seem to mean cylinder drain cocks which can be automatic, rodding operated or steam in our gauges.
I would fit them, I use steam operated ones, since they open anyway if the cylinder is hydraulic locked, and the steam pipes easier to fit, I find, rather than rodding.
Regards
Brian B