It's not essential but if your oil is quite dirty then it will help to get the rest of the oil out. Either that or just undo the lower pipe which returns from the cooler to the oil filter housing. It's quite obvious once you get under the car.
all done no worry's. Didn't do the oil cooler in the end. Couldn't get to it easy so better to leave it. Took it for a blast oil seem's clean so all good! O and no more tapping. Lol