Nope,
Ex-Mil, now civvy and the above is true for us too. When changing frequency, you should always precede your callsign with the word mayday or pan on your first call, but after that, don't bother.
Having flown in the mil and suffered a few emergencies myself, it's always comforting to hear the controller respond with "Mayday ABC123" as well on their first call to you... leaves you in no doubt that they are aware of your situation.