Some do, some don't, just like other modern hybrids. I get large hips off of Bees Knees, nothing from Incognito.

Most of my minis don't set hips. Some are "self cleaning" like you describe.

I don't have much experience with minis, but I remember reading that Ralph Moore usually used the mini as the pollen parent, because the minis produced such small hips that they only had a few seeds in them. He would get a much better return for his effort by crossing them to something that produced much more seed.