Hi there,
My system is a 9900k and Maximus Hero X Z370 WiFi. I upgraded from a 8700k. It works fine and without a problem after some tinkering. I have no overclock, all cores at 4.7Ghz. No thermal throttling, and turbo works fine.
But, I strongly advise you to undervolt the cpu, as my Maximus Hero X ramps up stock voltage on auto up to 1.36-1.39v, and the 9900K is more similar to an oven than a CPU. I'm running it much cooler on stock with 1.25volts.
Don't get confused, even at stock, it runs as hot as an overclocked 8700K @ 5Ghz, but, it also runs things faster.