I used to but I don't anymore, because I noticed it never made any difference for me. Sometimes I knew there were air bubbles because the temp would spike a few times on a new fill; other times it would be fine from the git-go. It was never consistent with whether I drilled holes or not, so I stopped.I always drill a 1/8" hole in my Stants. Do you do that as well on the Robertshaws?
I do always burp 'em real good though after a new fill or removing/adding coolant and that seems to be the best way. I think sometimes it just takes some miles for air to work it's way out.