Nope no need to soak. The only reason to soak is to allow the chips to burn a little longer when place directly on the coals. The smoker box eliminates that need because the chips aren't directly on the coals.
Chunks are just thrown straight on the coals.
18.5" OTS, 22.5" OTG, CB Silver(Rip), Vintage Coleman Bullet, Pit Barrel, UDS