Nope, but do keep it inline with the socket.
Try and keep it touching the face of the plasterboard as much as possible too, better for heat dissipation than in the middle of Rockwool/celotex (you wouldn't get it down the middle of celotex anyway)
Try and keep it touching the face of the plasterboard as much as possible too, better for heat dissipation than in the middle of Rockwool/celotex (you wouldn't get it down the middle of celotex anyway)