No... it'll gum up your mill. For BIAB it might not hurt anything otherwise but I don't think it's necessary.
When I use corn or rice, I dough in with just malt and get it up to temp and then add corn and stir it into the top layer of the mash. I do recirculating and that avoids the mash getting stuck. If you're not doing recirc, it doesn't matter too much because the corn pretty much disappears as it converts.