I don't quite understand your question. Are you talking about null bytes that are being submitted in a GET or POST request to your CGI app? Is your app running into some particular problem involving null bytes?
I don't know for sure, but it wouldn't surprise me if there were some situations where actual null bytes are to be expected as part of the data going from client to app or from app to client; assuming such cases exist, it would seem to be a bad idea to filter them out, because they're probably part of some compressed or other binary stream, and such a stream would become unusable if certain bytes were filtered out.
Apart from such cases (if indeed there are any), I'd expect null bytes to be "encoded" in some way for transmission between server and client (e.g. as a three-character string "%00"), and again, I could imagine (but haven't seen) cases where this might be appropriate or necessary for some purpose, so again it's likely to be a mistake to filter them out.
Please explain what you're doing that involves null bytes in your CGI usage, and say more about the nature of the problem you're trying to solve.