There is a small amount of open space behind the pre-made niches. It's not much, but you can feel a little flex if you push on the center of the niche back walls. Perhaps I am overly cautious, but I don't want that small amount of flex to lead to loosened grout or tiles over time in the niches.

Luckily, I have a huge surplus of cardboard drywall shims, and I was able to use a few of them to take care of this problem. The space is not in a wet area. I stacked up some of the shims by trial and error until I found the number that would start pushing the edges of the niches away from the GoBoard, and then I used one fewer layer. The larger niche wanted two layers of shims, and the smaller niche wanted five layers. I held things in place with simple staples since the niches will hold them permanently.