Hi,
I am not clear with your query. Am I assuming right that you have all PE nodes peering with both the BGP RRs and you want to know if you need peering session between RRs?. to be
If the above assumption is right, you dont need to. As long as the PEs have peer session to both RR, it is fine.
If you query is not the above, let us know more.
HTH,
Nagendra