DC-DC converter to regulated +/-30V supply
the LTC3260 burnt immediately after connecting the supply


R1 and R2 on the LT8330 set the output voltage by applying feedback to put nominally 1.6 volts on the FBX pin. Looking at the DS, it states that FBX may be as high as 1.632 volts. This means current through R2 could be as high as 37.95 uA. This current also flows through R1 producing a voltage across R1 of 31.31 volts. 

In other words, the total voltage you may have at the output of the LT8330 regulator is 31.31 volts + 1.632 volts = 32.9 volts.

For the LTC3260, the operating maximum is 32 volts so you could easily be exceeding this. Absolute Maximum rating is 36 volts and so you are close to this limit and any transient behavior in the LT8330 (i.e. overshoot, ripple etc.) will tip the balance. Not to mention component tolerance - maybe you have 1% resistors for R1 and R2 that could be adding a further 2% to the problem?

In my opinion, you are driving the LTC3260 too close to the maximum limits.

Try setting the LT8330 to output a more reasonable voltage like 24 volts.