Nah, you don't need to. I smoked two today, seemed dry until I wrapped. Today I decided to plop both of them in a large aluminum foil container and just seal the top with aluminum foil. When they came to temp, the 3 inch deep pan (two 10 lb butts, so extra large aluminum foil pan) was so full of liquid it almost spilled over the edges. There's a ton of moisture in them already. I think I poured out at least 4 cups of liquid so it didn't turn to pulled pork soup. Kept some, of course, then finished it off with you-know-who's amazing finishing sauce.