Anything that takes more than a couple of hours should be compensated. This includes "training days".
I do get the issue. I've been in jobs where having a writing sample or even giving a presentation on some topic were pretty much non-negotiable and, if a candidate didn't have those ready to go, they'd have had to prepare them. But, at least in those cases, it was a topic of the candidate's choosing so they didn't necessarily need to create something custom.