With Buster I do. I backup his prong with a check chain, just incase he reacts at a dog and the prong comes apart. Highly unlikely but it gives me piece of mind.
Quinn I don't, she doesn't back out of collars, she's not offensively reactive and even if it slipped off I have good offleash control with her. A couple of years ago I was more careful because she was much more flighty and timid but now I don't worry.