Ordered some Sidi Genius 6.6's from bonktown. Looking at some other sites, I found the following (I think on biketiredirect):

Note: If you are using Shimano SPD-SL pedals, it is recommended that you use the Shimano SPD-SL 10mm cleat fixing bolt set as the standard 8.5mm Shimano bolts have a tendency to strip the threads of Sidi shoes.

This is not mentioned on most other sites, or on Sidi's site. So, have others found that you need the longer cleat bolts?