I do. Always. And I won't sell hatching eggs without candling them, either. I check air cell placement, look for cracks, and check porosity, and any other shell abnormalities.
Cracks will light up when candled, you can instantly see micro cracks that aren't easily visible under normal light. I look for thickened areas of shell, too, especially in the "zip-zone".
I reject a lot of eggs that outwardly looked fine for hatching, that show micro cracks, weak or thin areas, too much porosity, and once in a while, an air cell on the side, instead of in the end where it belongs.
It really bothers me to pay for hatching eggs, then candle them and find out that most are eggs I would've rejected, for hatching. Usually because of thin, or overly porous shells. If I find cracks, but really want to set that egg, I can wax the cracks. But you have to find 'em, before you can patch 'em!
The rejects are used for eating, both at home and to sell.