Not very often, usually only after doing a bunch of hard turns getting into a tight marina to dock or something. I usually just reset the steering wheel each time before I take off. To do this, you just turn the wheel all the way over to one of the stops and bump it 3 or 4 times against the stop. This opens a check valve or something and bleeds fluid allowing the wheel to move relative to the steering. After a few bumps, I am centered again.
When just running down the lake making corrections to keep her on the pad, I have never wound it up. It moves a little, like the plug will be at the top instead of the bottom after running 10 or so miles, but its not wound around the wheel.