Do I need to calibrate anything?
You only would need a calibration if there is a fresnel in the inside of the original GG or in the new one.
Anyway when replacing a GG it is a good opportunity to check film plane vs GG plane alignment, you may spend some film for a shot of a close subject with a very shallow DOF, you focus particular features in the center and in the corners and later you see if the image matches the same. You may repeat the procedure with two or three different holders.
There are several factors that can influence a perfect matching, a common problem comes when replacing a GG with a fresnel in the inner side by an spare GG, this requires a calibration (if the fresnel is in the outside there is no influence in the focus). Another unsuspected factor is tripod, the head can be "elastic" and it can move while inserting the holder, but after inserting the holder it has to return to the same position if not plane of focus can move in the scene, easily see when tilt-swing is used.
Just saying that checking focus accuracy is a great thing, and if doing if after a GG replacement then at the same time you may check the other practical factors mattering in focus accuracy.