No, not for this recipe. You can separate them if you wish. But I left some of them attached to each other. (Mine came in packs of 4 rolls that were attached to each other.) If using King Hawaiian rolls, it may be easier to slice the whole 12-count dinner rolls through the middle so that you have a bottom half and top half. But it doesn’t make much of a difference whether if you leave them intact or separate them for this recipe as long as the buns fit snugly in your baking dish.