It is required to accurately compute the Fermi energy in the electrodes. It is impossible to say exactly how many points you need, as it is a matter of convergence tests. Typically, if you have convergence issues with SCF device calculation, one of the possible reasons for that is inaccurately-computed Fermi level. In general, one should also converge the k-point sampling in the lateral directions as well - for CNT, that would just mean that you should have sufficiently thick vacuum padding around the tube to avoid spurious interaction between periodic images of CNT.