Mine are the Cast Aluminum ones and the Baffles are a bolt-in.. I haven't put them in just yet.. But I would say yes.. Spray mist of Oil from the Rockers all over the place is something you don't want going in the Intake Manifold via the PCV Valve as it of course would plug it up over time..
Wiki has a great read on the PCV Valve you might like..
Most aftermarket valve covers either come with them in place or inside the box so you can install them if you want. Usually just small pieces of flat sheet metal that you pop rivet or screw in front of the breather opening, to deflect oil. Some engines need them and some are ok without.