I used to, but now that I do a better job in cinching my knots, it's not necessary IMO.
In cinching the knot, the key is pulling the knot AWAY from the frame as you tighten, then before it's fully tightened, pull hard TOWARDS the frame. A little tip I've used is putting my thumb on the tighten string on the outside of the frame where it enters the grommet. I find it helps to hold the string's tension a little better before the final cinch.
Head Prestige MP strung at 35 lbs with Cyclone 17. Still rocking my Klippermate.