Not necessary (and vast overkill with the chance of introducing an error). All you need to do is check that sensor mod values are within their working spec. If compass values are between 1400 - 1600 then why bother doing a calibration - it will not achieve anything other than waste battery power.
I have not calibrated my IMU or my compass since unboxing and powering up my Inspire but I ALWAYS run through my checklist before every flight and one of the things on there is check sensor readings.
Happen to me numerous times. Once while an officer was tell me i cant fly in a state park. It wigged out. Also my very first flight in a nyc block. I had to take it straight up over the buildings jan 7. A lot has changed since then. My opinion best option is to take it straight up. Fighting the sticks, back and forward you cant win. Be prepared to go straight up or a hard land but dont just let the dicks go and watch it. Regain control or atti the freak