Personally, I would strongly recommend to ALWAYS use liners with glass wool for direct injection GC-MS (I only use glass liners without glass wool when performing headspace injections). I would further recommend you get ultra-inert ones with a large volume since you will be injecting water. To ensure you are getting reproducible chromatography time and again, it is best to buy those liners with wool already fitted rather than "fill" them yourself.
Lastly, it might be worth buying different designs to see which works best for your analysis as there can be differences.