Although you can get a Planet Eclipse allen key set for pretty cheap, a few quid from lips or justpaintball. Even though the markers use general allen key sizes, you'll find a generic set won't have some sizes you need (ie the one i bought from a diy store doesn't have the right size to open the grip to get to my board) so i just got a PE set anyway
So yeah, not a necessity, but pretty convenient to get an official set.