Not neccesary. We don't soak them in anything other than barbeque sauce. When they are done they are served belly-up and the meat is SO tender that you don't have to peel it away, it just jumps on your fork! :)
Unlike Lutefisk. That, you gotta chase around the plate a little before it settles down and you can sneak up on it.
I remain in the camp of those who think fish should be cooked *before* it goes rancid, not after. :-)