Should I 301 redirect all database URLs to search engine friendly URLs?

Our CMS doesn't automatically create a 301 redirect from the database version of the URLs on our new site to the manually-created search engine friendly URLs. We understand that this is best practice and some big CMSs automatically do this, such as WordPress. We are recommended by our SEO company to be sure there is only one version of each page. Our developer says this could send us into a loop, as asp.net references the database version when it sees a search engine friendly version.

Could anyone please recommend redirect or not?

Thanks!