Well. It's a lot of work and entails some risk to redirect many files. That being said, I have redirected thousands of URLs over the last couple of years and have yet to see it fail.
While it is a lot of work to change many URLs, I really appreciate consistency on a website, and prefer all URLs to follow the same structure. So I would probably redirect all the URLs.
I suppose you are working with the Bruel & Kjær website - and I can see there are several types of URLs now - no hyphens and with space as a separator. Adding yet another type of URLs will be at least somewhat confusing.