Definitely, though we know very little about their attempts. After the second battle of Mantineia (362 BC), when Xenophon's historical account ends, our sources talk much less about the Peloponnese and much more about the wars of the Athenians, Boiotians and Phokians, and how these increasingly drew Philip of Macedon into Greek affairs. Implicit in the account of Diodoros is the notion that humbled Sparta had become largely irrelevant. The Spartans do not come to the fore again until their rebellion against Macedon in 331 BC, ending in slaughter at the battle of Megalopolis. However, Polybios (4.32.3-8) has this to say about the Messenians:

Being neighbours to two of the most powerful nations in the Peloponnese, or I might almost say of all the Greeks, I mean the Arkadians and Lakedaimonians—one of which had been irreconcilably hostile to them from the moment they occupied the country, and the other disposed to be friendly and protect them—they never frankly accepted hostility to the Spartans, or friendship with the Arkadians.

Accordingly, when the attention of the former was distracted by domestic or foreign war, the Messenians were secure; for they always enjoyed peace and tranquillity from the fact that their country was out of the way. But when the Lakedaimonians, having nothing else on hand to distract their attention, took to harming them, they were unable to withstand the superior strength of the Lakedaimonians by their own power; and, having failed to secure the support of their true friends, who were ready to do anything for their protection, they were reduced to the alternatives of becoming the slaves of Sparta and enduring her heavy exactions; or of leaving their homes to escape from this servitude, abandoning their country with wives and children. And this has repeatedly happened to them within comparatively recent times.

Polybios wrote this in the late second century BC. He creates a picture of constant tension, regularly flaring up into outright conflict, even up to his own time. We should probably imagine many otherwise unreported Spartan attempts to reconquer Messenia or at least keep it permanently weak and unstable. The Messenians' great strength was the nearly impregnable city of Messene itself, situated on the slopes of Mount Ithome, surrounded by thick walls and artillery towers at Theban expense; try as the Spartans might to reclaim the land, all they could do was ravage it, since they did not have the resources to beseige the city.