In general, on average, you typically do not need to make ADRs at DLR like you do for WDW (the booking window at DLR opens 60-days in advance, but you can usually find a good selection of options with less than a week to go, expect during the height of the busier periods - Christmas week, Thanksgiving day, 4th of July, July 17th, etc.). That being said, if you know you want to eat somewhere and/or at specific time, then I would go ahead and make an ADR. You can often get a walk-up somewhere in DLR, but it's not always at the place you want or with a short wait. The more popular the place (e.g., Blue Bayou) or the busier the day (e.g., Saturdays) the more likely it will be a good idea to have an ADR. If you're flexible (i.e., willing to eat at off times), then you'll stand a better chance of getting a walk-up.
When you say you're going in May, when are you going? If it's over the Memorial Day weekend, I would make ADRs just to be safe because that is typically a fairly busy period.
I have been to DLR when they were turning away walk-ups (specifically at Carthay Circle, Cafe Orleans, and Blue Bayou) during less busier periods of the year (mid-September weekday but during HalloweenTime and in February after Presidents).