I wouldn't say that's completely necessary. Some guys actually tie up flies on a bigger hook but just make the actual dressing of the hook with smaller proportions to get it closer to say a size 22 fly on a size 20 hook.
It is still all relative. A #22 midge on a TMC 101 looks bigger than a #22 midge on a TMC 2488. Just tie them up in both sizes, take them to the river, find some naturals and decide for yourself.