I do, but i rarely use it. I use an old mascara bursh, well cleaned. A pipe cleaner works well, too. I can get into all the nooks and crannies. I use it every time I change bobbins. I really stay ahead of the lint that way.
If you're really anal about vacuuming, you can tape a plastic straw on the end of the smallest unit to get into the back of your machine.