A question that came up recently from one of my fellow MVP's was whether or not hotfixes destined for Management Servers need to be applied against Gateway Servers and the simple answer is yes.

Here is the official reply from Clive Eastwood OpsMgr Support guru (and fellow Brit) on the OpsMgr product team:

Yes a GWS is treated the same as an MS. Applying an Agent/Server hotfix to a GWS (e.g. applying a MOMModules.dll hotfix) will apply the updates to server DLL’s as well as copying the msp file to the appropriate platform folders of the AgentManagement folder for distribution to managed agents (current and future).