Yes; exactly. RO membranes don't work like standard filters that trap particles and just hold them until changed. The membrane traps the particles, but then uses a portion of the water flowing through to flush them out. This is where the quality of the membrane comes into play - the better membranes will be more efficient at this process (removing more material and/or using less water). This is also why you want to have a specific pressure going into your membrane - they process works best at a specific water pressure. You can get a lower quality membrane and/or use pressure that is slightly low or high and it'll still help, but more undesired particles will pass out of the membrane when that's the case. These particles pass into the DI resin, which is depleted faster as a result (read: more cost). The cost of DI resin is generally why it's a good idea to get a quality membrane and ensure that your pressure is correct - even to the point of buying a restrictor and/or buying a booster pump, if needed.
(Note that most membranes available on the market are all made by DOW, so it's really more about buying the right one for your water pressure and flow rate.)
As
@Cronicreefer stated above; you'll want to use the valve to force-flush the system at the start (and end, ideally) of a run. Basically; after you finish filling your container, turn the valve the other way (to "flush"), wait 30 seconds, then shut off your water. When you need more, turn the water on, wait 30 seconds, and then flip the switch back to the "fill" mode. You can (as suggested) also use the initial TDS meter instead of waiting 30 seconds - this is actually a better option. Your TDS meter should have a switch on it that lets you change between probe 1 and 2; 1 should be the input (in the DI resin; output of the membrane), 2 the output of the DI. Note that probe 1 will likely never read 0; it should be low, but will depend upon your water quality, pressure, and other factors. It's also a good idea to know what your normal reading is here since that will be the thing that tells you when your membrane should be replaced (they generally last a year or so, but each system is different).
Not trying to overwhelm you here; so long as you're getting 0 TDS out, then your system is working. Anything more you do is geared towards saving money - not improving water quality.