I do, otherwise they don't last long. For flies like the Clouser Minnow (Floating or Deep), I like to follow Bob Clouser's recommendation and coat the fly with a thin layer of epoxy. I think he discusses the technique in his new book and in an article in FlyFisherman Magazine. But it's not much more involved than you would think. Just stir up some epoxy and paint it on. A rotating drying stand (like you'd use for rod building) is a help, but you can rotate them manually too. Having the epoxy slightly imperfect is hardly a problem.