I didn't, but I've heard other day you should. I just put an old animal feed bag over the top (bin bag would work) which kept the smell down and stopped flies.
It's definitely the easiest way if you have the space. It's even faster if you want to put it in a bucket with a tropical fish tank heater and keep it at 30⁰
As you're not cooking the skull at all the bones don't become brittle, fat isn't forced into the bone so no need to then use borax or anything to stop it leaching back out and there is pretty much zero smell once it's dried out.
99p for a bucket and zero time spent monitoring it Vs buying a metal pot and burner or a Burco and a better skull at the end of it. Personally the smell of a cooking head I find worse than leaving it in a bucket at the bottom of the garden.