The certification of quantum resources is a critical tool in the development of quantum information processing. In particular, quantum state verification is a fundamental building block for communication and computation applications, determining whether the involved parties can trust the resources at hand or whether the application should be aborted. Self-testing methods have been used to tackle such verification tasks in a device-independent (DI) setting. However, these approaches commonly consider the limit of large (asymptotic), identically and independently distributed (IID) samples, which weakens the DI claim and poses serious challenges to their experimental implementation. Here, we overcome these challenges by adopting a theoretical protocol enabling the certification of quantum states in the few-copies and non-IID regime and by leveraging a high-fidelity multipartite entangled photon source. This allows us to show the efficient and device-independent certification of a single copy of a four-qubit GHZ state that can readily be used for the robust and reliable implementation of quantum information tasks. This contains the dataset required to shown the non IID certification of a GHZ state.