Use LMT86 temperature sensor with MCP3008 ADC
Yes, it's needed, usually you don't want to argue with datasheet suggestions, they are there to make the device perform according to what is promised. These devices consume current in gulps based on clock they operate at, and any wiring you add will make voltage noise higher at the chips unless capacitors are used. Besides, Raspberry Pi has a switch mode power supply, so it will be extremely noisy. Prepare with space for extra capacitors and maybe some filtering options.

The sensor can drive a capacitive load of 1100 pF that is connected all the time. The ADC input is a 20 pF capacitor that will be switched on and off periodically to the sensor output for charging to sample the voltage. The LMT86 datasheet specifically warns about connecting switched capacitance ADCs. However, as the ADC input switch has about 1kohm resiatance, it should work directly. But it does not hurt to draw an extra 0 ohm resistor there if you need to change it to something larger.

It may be unnecessary. But you can leave a place for a capacitor should there be need for it. If the LMT86 did have a very high output impedance, it will need a capacitor. For example, rough calculations would be that to charge 20 pF so that the voltage does not drop more than half of 10-bit step is that take 20pF and multiply with 2^11 and you have about 47nF.