No. Pumping to "check on" your milk supply serves no purpose — and it can really freak a mama out. To put it simply, babies who are breastfeeding well are more efficient than pumps (and they're a whole lot cuter too). Most moms pump significantly less milk from a breast than their baby can suck out. If baby is thriving, your supply is fine — even if you can only pump a half-ounce in 30 minutes. Pump to collect milk, not to analyze your supply.
If you have real reason to worry about baby's intake at the breast (if he isn't gaining weight well), measure more accurately: Rent or buy a super-accurate baby scale and weigh baby before and after feedings.