Yep, you have to file the battery slots, otherwise the sharp edges will cut through the shrinkwrap on your cells, and eventually short them out. Carbon Fiber is mildly conductive. If you don't mind seeing your car in a ball of smoke, no need to file.
A couple of tips -
Use a single cell, if you have one, to make sure it sits in each slot nicely, preferably flush with the bottom of the chassis.
Use one of your good packs to make sure the whole thing sits evenly in the slots.
Just take the sharp edge off the 2 end slots, each end of the battery. Only the edges between the cells need to be filed further to get the pack to sit low and even. I wish I knew this when I did my first chassis.
Take your time, and take small amounts, then check the fit. It is a time consuming task, no one likes it, but you'll be much happier with your car if the batteries fit well and sit low.