no idea why you think you need to create a new rescue win pe disc every time your os has an update because you don't need to, as to which to use then that depends on your os.
if your running win8.1 then use win pe 5. anything else then 4.0 will be fine.
sorry peter my misunderstanding, thought you meant updates to your os not the macrium backup program, i'd say it would depend what the updates were to macrium, i'd guess some would need you to create a new pe disc so it would include any new or added compatibility feature, so yes there is no harm making both the linux and pe versions of the restore discs.