We were taught to do it every time you do a FREDA check (at every waypoint on your P/LOG) and I would do it every time you turn through more than 45 degrees just to be sure.
Not as critical in VFR flight in an area you know but absolutely essential when flying IFR.
The professionals all drive aircraft that have the DI slaved to the compass so don't have to worry as much as us PPL's.
The Rookie.