Should oral combined contraceptives be held prior to overnight dexamethasone suppression test to rule out Cushings?  

Yes, they should be stopped for one month due to an increase in cortisol levels secondary to oral estrogen-increasing CBG. However, many women will still suppress while on OCP. Therefore, an alternative approach is to do the test while on OCP and to repeat it off OCP if the test is abnormal.

I don't think so. The estrogen's effect on increasing CBG is chronic and holding one dose of oral contraceptive may not reduce the CBG, and may need to be held for 2-3 months.