No you don't have to breed a dinker to a normal.
Breed them to whatever you choose and then holdback a good male to breed back to mom.
Some say to breed dinkers to normals when the male is the dinker that way you don't end up wasting morph females and/or clutches should the male dinker not prove to be genetic.
With female dinkers I think its the opposite.
You want to to breed a morph to her that way if she proves then your ahead of the game and may have new gene combos in the clutch ;or should she not prove out your no worse for wear cause you still potentially got a clutch of regular morphs anyways.
Theres really no strict rule on that tho.