But ... do I really need to build using 5.8.0 to avoid binary-incompatibility issues ?

If MinGW behaves the same way as VC++, then yes, you do need to build binaries with 5.8.0 in general for binary compatibility with all 5.8.x. ActiveState builds their ppm packages with 5.8.0 for exactly this reason.

However, just to add a bit of confusion, see the discussion on Windows + Tk + PAR == PL_memory_wrap error, for which a PAR ppm package built with 5.8.0 did not work on a perl-5.8.7; for this, one needed to use a ppm package built with 5.8.7 (the same problem occurs with perl-5.8.8).