Does Varnish-devicedetect cookie based User-agent override require vary: cookie for correct browser caching?

varnish-devicedetect lets me return different responses based on User-agent:

...
elsif (req.http.User-Agent ~ "(?i)ipad")        { set req.http.X-UA-Device = "tablet-ipad"; }
elsif (req.http.User-Agent ~ "(?i)ip(hone|od)") { set req.http.X-UA-Device = "mobile-iphone"; }
...

and lets users opt into a different device experience by setting a cookie:

if (req.http.Cookie ~ "(?i)X-UA-Device-force") {
  ...
}

Do I need to add Vary: Cookie to get correct client caching behavior?

For example:

1. I set only Vary: User-agent
2. A user browses to example.com/beep
3. They opt into the desktop experience, setting X-UA-Device-force: pc.
4. They reload example.com/beep.
   Will their browser use the cached mobile version, since only Cookies, not User-agent changed?

Yes, you need to set a Vary: Cookie header to get the correct behaviour since different cookies would retrive different output.

You'll need also to take care of the cookie on vcl_recv setting the appropriate X-UA-Device in order to hash items correctly in varnish.