I usually don't. Mine tend to hold the shape pretty well.
To maintain my moisture and keep hair from getting matted I retwist. I section off hair into about 6 sections. Add a moisturizing mix to each section, then place in a chunky twist. I don't cover, just sleep on a satin pillow. In the morning, I undo each twist and fluff with my fingers. Twistouts tend to last about 4-5days doing this.