You can fill them if you want, but my experience is it causes more trouble on 90% of the checks. It will eventually get a small hair line crack along the fill and allow water down in the check, but now that you have filled it, it cannot dry out and will cause rot. If you do fill checks they must be inspected 2-3 times per year for failure. I recommend putting some Shell Guard in them and let them breathe. There are some circumstances when you do need to fill a check – it’s running into a corner, window or door jamb and allowing wind, water or bugs to get inside.