At least for compas it says often but also this can be trust only in the way that if it says it, don't try to fly, try to understand why (what is in the underground, what is nearby, ...).
If it don't says it, that doesn't mean there will be no issue. For the imu if it says do it, then for sure do it. I would redo if it is more than ±0.01 out of normal value.
With the compas, a key or small items are not too critical. IMO the best is to do one time a good calibration where you take care to have nothing metallic in the surrounding and in a remote area. Then when it complain about compass interference, check if by just putting the P3 on a plastic box it goes away. There would be some metal in the underground. When it will be 30' high, in the air, it will be again in the same environment as the calibration. Just take care when you land as the compas can be affected again at ground level. Hand catching will avoid issue with that.
That's my point of view.