mulitivariate linear regression and Bonferroni

I got an issue with a reviewer for a paper.
I have a multivariate linear model and I model my dependant variable
using 9 independant variables: y= a1*X1 + a2*X2 + a3*X3 + a4*X4 +
+a5*X5 + a6*X6 + a7*X7 + a8*X8 + a9*X9.
There is a pvalue associated with each of the independant variable. Is
it appropriate to conduct Bonferroni adjusment in that case (the level
of significance is 0.05/9).
Comments much appreciated.

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