With DD I'd wind her during the day (if I remember correctly - seems such a long time ago now) but I know that I didn't during the night feeds. She'd fall back asleep and there was no way I'd be waking her to burp her, TBH, I quite often would fall asleep myself before she was done sleeping - so at night no, but day I think I did, but mostly because it was something your'e taugth to do by older generations rather than from a need.