As with many aspects of wine making, there are many who do, and many who don't. I tend to buy small quantities of corks (100 at a time) and use them fairly quickly, so I never sanitize them. Haven't had a problem yet but have only been wine making for two years.
Others will suspend the corks in a bucket that has a strong Kmeta solution in the bottom, and cover with a lid (they call it a cork-a-dor). That way they don't get the corks wet, but instead the fumes from the Kmeta keep the corks from developing funky stuff living on them.
Even others will soak them before using them. So pick your method, if one works better than the other I'd stick with it. But I'm lazy, so I tried the easiest method first and so far it has worked just fine.