How old are they?
No, you don’t need to though. They need to have the bulk of their diet as hay regardless of their age. You can give them either one tablespoon per pig per day of specific baby guinea pig pellets until they are four months old and then you can switch them to one tablespoon per pig per day of adult pellets. Or - two tablespoons per pig per day of adult guinea pig pellets until they are four months old and then you reduce it back down to one tablespoon per day. It doesn’t matter whether you use adult or baby pellets though. The difference is that the nutrient levels in baby pellets are already adjusted so they need less of them.
Any new veg needs to be introduced slowly as always but if they are eating veg where you are getting them from, then they will be used to veg itself but just introduce new ones carefully