Our first son was born early and had jaundice. He was in the hospital for 10 days, and a few days after bringing him home his bilirubin levels went up again and the doctor had us use a blanket to get his levels back down. We were told to wake him every 3 hours to eat, because eating (and pooping out the bilirubin ) is important in getting rid of jaundice.
I'm pretty sure that unless your doctor has a specific concern, you do not need to wake baby. It's not a bad idea to mention this at your next appointment, but you're probably fine.
In general, the saying "never wake a sleeping baby" is true, but it never hurts to ask the doctor. Just to be safe :-)