No, not all need to be baked. The primary reason that fasteners are baked after the plating process is to help eliminate the possibility of hydrogen embrittlement, an undesirable time delay deterioration of the base metal after the plating process. The phenomenon can occur on fasteners over a certain hardness which makes product grades 10.9 and above susceptible. Although baking is an acceptable treatment it cannot completely eliminate the possibility of this undesirable condition. Care should be given when baking to avoid disrupting the original intended tensile strength of the fastener by approaching the tempering temperature.