Does Milotic have to hold a heart scale to while breeding to obtain a feebas?

No, Milotic does not need to hold a Heart Scale while breeding to obtain a Feebas. Instead, Feebas is typically caught in the wild, and its evolution into Milotic requires it to level up with high beauty in earlier games or through the use of a Water Stone in later games. Heart Scales can be used to relearn moves but are not necessary for breeding Feebas.