Generally no. If you are interrupt driven, and you need an interrupt every 'x' seconds then your ISR would reload the registers with the appropriate values as soon as possible (to insure correct timing). There is no need to reload them upon exit.
In PBP, I normally run in "pseudo-interrupt" mode. I sit in a tight loop polling PIR1.0 until it goes true, clear that bit, reload TMR1H and TMR1L then enter my main routine. After the routine, I go back to the polling mode.
I put all my high-priority items (such as checking the serial port interrupt bit) in the tight loop, and all the normal stuff in the main program. I avoid pauses whenever possible and instead rely on the timer to provide timing information.
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