Default returning phone to store with custom rom

I purchased a Z Ultra about a week ago and don't think it's going to work out. It's too HUGE. I will probably exchange it for a Z1, but I want to know:

Will it be a problem to have CM installed on it? Will they reject the return upon receiving it at the facility?

I don't want to take any chances...but I also don't want to go through the hassle of taking it back to stock...