No I didn't have to do that on my install. Mine is round, here is what I did:
Leveled and compaceted existing ground, then I build a pressure treated 2x4 frame that was larger diameter than the pool basically 24' pool 28' frame, this frame got anchored to the ground with lengths of rebar spiked thru it and then back filled with masons sand. I would add some sand and compact it, add sand compact ..... then layed out the patio stones for the wall uprights added some more sand and compacted, assembled pool. It may be unorthodox and a lot more work but the pool hasn't had any issues, I haven't lost any sand from underneath it or anything like that. Personally I'm not familliar with how a oval goes together, maybe if you could post a picture or 2 of the problem we can brainstorm up a workable solution to your problem.
JJ