It depends upon the intended use of the Domino.
If you are just using them for alignment of the boards in a panel glue-up, then putting glue on the Dominos is not necessary. The glue alone on a long grain to long grain joint is stronger than the wood itself, so gluing the dominos does not help and it may even make the joint harder to assemble.
Using Dominos on joints like joining table legs to aprons is a totally different thing. This is an end grain to long grain joint, which is not nearly as strong. End grain does not glue well. The mechanical joinery of the Dominos adds to the joint by adding long grain connection and glue surfaces. The glue is doing something in this case, so the Dominos need to be well slathered. You need them coated but not swimming in glue. Too much glue introduces hydraulic forces which can push the joint back apart or even rupture the wood. The glue is looking for a way out and it will find one and it is not good. You get squeeze-out or split something and it takes too much force to assemble.
If I need glue on the Domino, I put some down in the slot and smear it around with a brush or thin stick, on smaller sizes that is good enough. Then tap the Domino in and it will force the extra up from the bottom of the hole. This is the tight side. One the other side, you can apply a bit more glue, because the wider slot will give it a space to go into.
On the bigger sized Dominos, I may brush a bit more on the Domino after tapping it into the hole, but don't go crazy with that. Dominos fit the mortices very well, so a lot of glue on the sides of the Dominos just gets scraped off as it enters, so you are back to a bunch of squeeze out.
