So yes, you should make sure if your threat model cost benefit says you should:
* You have a secure keyboard mechanism. No third party keyboard apps, used a wired / built in keyboard.
* You use a secure OS and keep up to date. You verify updates are public and not made 'just for you', you turn off auto updates.
* You watch the network behavior of your devices with external proxy devices to see if anything weird is happening, you filter out network interactions you don't like, use a VPN with the proxy device and so on.
The more you use 0days, the more they get noticed and the more likely you are to burn them, so you've just increased the stakes towards surveilling you. Now the minimum standard to make you a person of interest has increased significantly, reducing the probability of it.