Yes, any small block Chevy needs to have the rocker arms adjusted with the motor running. Adjusting them with the engine off is for INITIAL ASSEMBLY ONLY!
Go to chevyracers link, specifically the section titled "Engine RUNNING Hydraulic Lifter Adjustment:".
As far as the mess, an extra valve cover with the top half cut out in a scallop helps to keep oil from running off the lower sides. That is, cut away the upper part, but leave the lower side AND the ends intact. Just cut away enough so you can get at the rocker arm nuts and above.
And go to any racing shop or maybe special order from your typical discount parts store, and get some oil deflector clips (called restrictors in the article, not the same thing) to put on the rocker arms. This helps keep the pressurized oil from squirting out all over, as the rocker arms are lubricated through the hollow push rods.
Like this;
http://www.amazon.com/gp/product/B000BW8VK8/ref=pd_lpo_k2_dp_sr_1?pf_rd_p=486539851&pf_rd_s=lpo-top-stripe-1&pf_rd_t=201&pf_rd_i=B000COS6BY&pf_rd_m=ATVPDKIKX0DER&pf_rd_r=0JXMWG6DE5C9GQRZ8YJ5
If you don't have a mechanics stethoscope handy, a plastic transmission fill funnel with the big end to your ear works pretty good.