I did not, and they never contacted them (as far as I'm concerned). People advised me that it is highly unlikely that they call anyone, but they might try to look for websites to work out if they are real companies. Also, the more specific you can be in your employment letters the better. You could always have a backup line to your employers in case that they do call- your employers will likely reach out to you then anyway. At least if you are not planning to quit your job very soon and move straight away to Canada, I'd try to keep a low profile with my current employer(s)