No, but I have yet to hear from anyone who had to do it (despite the old Direct Connection bible saying so). Put the lifters in, then the cam, and see if the cam can be turned!

One person posted that it's a good idea in case you float a lifter sufficiently to hit the underside of the block. Mine are miles away (well, at least 1/4") at max lift so I didn't bother. But I do run a rev limiter laugh