In the case of metallic dragons, i certainly do. I always kill as much dragons as possible with my supplies before leaving that place, as otherwise it would be a waste. I always end up killing 20 (or 40 in the case of irons) more steel dragons than usual (and 1 more mithril dragon ;)) and I got like two dragon skirt in those extra 20. It isn't worth it for other monsters i think, except for like skeletal wyverns, but i hate those enough to not finish the trip :P And yeah, maybe dust devils are worth it too, but i've literally killed thousands of those with no result...