Chin doesn't, MVP doesn't, NASA doesn't, SCCA doesn't, BMW doesn't, PCA doesn't...who are you using?
Maybe if you're tracking at tiny tracks like Lil Tally or something but I've yet to see timing at Road Atlanta or any large tracks, you run a transponder at track days?
As for "HPDE or something" that IS A TRACK DAY...no difference, but to answer no, I've only done one HPDE (which is NASA's term for a track day lol)