Q. How important is it to keep the shloishim day by making a siyum or a seuda with Torah learning?

A. One of the sources for observing the day of shloishim is the Zohar (Vayakhel p. 129) that establishes the day as the end of a period of din and judgment and when the neshama is permitted to enter Gan Eden.
The thirty day period may symbolize another idea and in fact makes the occasion very special. The Talmud (Rosh Hashana 35a) teaches that Rav Yehuda prayed only once every thirty days. Rashi explains that he was dedicated completely to Torah and therefore exempt. The question rises, if he was exempt because the Torah was his constant and total endeavor, why would he then pray at all even after thirty days?
The Talmud (Brochos 58) and Shulchan Aruch (O.H. 225: 1) rules that one who meets his friend after an absence of thirty days, has to recite the blessing of shecheyanu. The reason being that after not seeing a good friend for a month, one realizes now how much he needs him and misses him, one becomes aware of the absence and loss. The joy of meeting him again is strong enough now to bless shecheyanu. By the same token although learning Torah for the one who Torah is “umenaso,” his dedicated and total occupation, also constitutes cleaving to Hashem, yet it is not the same close experience attained when actually speaking to Him and Rav Yehuda could not suffer a longer time of separation.
When one looses a dear one, at the time of the death and the levaya, the sudden loss may be so overwhelming and the pain may be so consuming, that the bereaved may fail to understand and comprehend the true magnitude and meaning of their recent deprivation. But after seating shiva and calming down, when enough time has passed to meditate and reflect, to observe the now empty rooms, the missing contact and conversation, when enough time for recalling so many memories and shared experiences has already elapsed, one begins to truly understands what the loss really means and that is the observance of the shloishim.
Horav Shlomo Millers Shlit’a opinion is that the day of shloishim is indeed important, however the seuda is unnecessary.

Rabbi A. Bartfeld as revised by Horav Shlomo Miller Shlit’a