I can only speak for Oklahoma. In Oklahoma, to have marketable (good) title, you will need to have a probate done in Oklahoma. Many times companies will allow you to file an affidavit of heirship so as to get paid, but they don’t have to do that. some companies won’t accept it.
Further, you may still need the probate down the line if a new well ever gets drilled. In other words, if you go the affidavit of heirship route, you are fixing the problem, now, but in some sense you are kicking the problem down to your kids and your heirs. I don’t know NM law, but I’ve been told the answer is similar to Oklahoma.