What type of wire are we talking about? 12 and 14's in a box or 2/0 for bonding switchgear? If the crimp you are using is UL listed for what you are using it for, then no, no covering is needed. Are you talking about the little barrel grounds? Used for 14's or 12's in a switch box so you don't have to use a wirenut? If so, I got snagged once by an inspector for not using a crimping tool to make the crimp.