1. Is there risk of head damage due to faulty/sticky valve lifters?
Yes, there is a risk that there could be damage to the head, but more likely to the piston crown and valve stems/face than the head face itself. Turning the engine over by hand is not enough to determine a bent valve stem; that is just sloppy and I would ask them to take the head off, remove the valves and check for lateral play in the valve seats if they really are too cheap to just replace the head and rocker assembly together...which is probably what they'll end up doing anyway.
2. Would it have been possible for the piston to touch a valve if the valve was sticky or stuck, causing misfire?
I think that you'd know about piston/valve contact on a bigger scale than a misfire i.e. the valve would most probably bend or even fracture off, causing nasty things to happen, but I could be wrong. Theoretically, valve/piston contact would cause a lapse in timing that could trigger a misfire.
The best way to determine valve/piston contact would be to remove the head and take a look.
3. Has anyone experienced this problem on a new head (not to impressed seeing it was a JCW
Not personally, but this is a risk with running hydraulic tappets in any car. One of the oil feeds in lifter arms may have become clogged with contamination from your oil, a possiblity if the particle was small enough and plausible since you have only just run in your car no? If not, was your car due an oil change soon?
4. Are the same valve lifters used on the JCW
head than a stock MCS
Yes, all the same valvetrain is used.
5. Is there any special way to "run-in" the new parts?
Don't stress the engine for prolonged periods at the same RPM i.e. freeway driving. You want to build up engine temp, but also vary the loads i.e. driving up some gentle inclines, then some town driving. Never go WOT for at least 1500miles and at that point, go for an oil change. Also, no going past 4500rpm for at least 1500-2000miles to allow for the piston rings to scuff the bores sufficiently and for everything else to bed in. If you are talking about just the head, then take it easy for 500 or so miles, and watch the oil pressure is sufficient if you have a gauge.
Hope that helps.