Yes, you do!

I prefer using our food processor VS. blender - it seems to puree the veggies a lot better. I also add a bit of water/milk if it's having trouble mixing it.

I'm weird but I have fun mixing up weird veggie/fruit combos.

*edit* Just saw the question. Do you mean to add to the veggie puree mixture? If so, yes. Cottage Cheese & plain yogurt are good, too. However, I'm not sure how much/what types of cheese are good for them.