If they did, there is no verifiable record of it -- and we also have no real reason to assume they ever did. The Pickelhaub worn during the First World War was made of leather, at first, often with a thin cloth cover. The spike itself was in no sense hard enough or sharp enough to function as a bayonet or spearpoint of this sort, and it only became less so as the war went on and the spike transitioned into being made of tin, paper, or even felt. The spike itself vanished relatively quickly with the introduction of the Stahlhelm, and infantrymen who left records do not seem to have felt themselves deprived of a vital martial advantage.