Yes.
While handling the XPS during and after shaping/sanding, I wear dishwashing gloves to keep hand oils off the foam surface.
After final sanding, I vacuum foam dust off first. Then I perforate the entire foam surface.
I run the pinwheel roller so the perforation tracks are perpendicular to the long axis (stringer) of the board.
I pre-seal with a thin coat of epoxy to allow resin to fill the perforations first. Allow to cure. Sand board surface with 150 grit. (I believe Lemat likes to pre-seal with an epoxy/glass micro-balloon slurry.)
Then I laminate.