I don't recommend doing a protein rest unless you actually need one. If the Kolbach index on your wheat malt is 36 or under, or if total protein is over 13%, then a protein rest may be appropriate. But typically wheat malt is 38+ and 12%, respectively.
I would also recommend a protein rest if the weighted average of your mash's Kolbach is under 36, or if the weighted average is over 13% protein.