The one that you built. If the motherboard supports this feature, make sure the jumpers are set to auto. If it doesn't, pick up the CPU and re-seat it. Connecting front panel cabel to motherboard unlabeled connectors. Find and install the standoffs.
The main use for thermal compound is just to fill in the imperfection gaps between the die spreader and the heat sink.
It's usually easier that way, however it requires some knowledge of what cables go where and why, as well as a little planning. By using this service, some information may be shared with YouTube. But I worry that if we told everyone to update their BIOS by default, it might do more harm than good.