Do I need to take any screening exam to practise medicine in India if I pursue my PG (MS or MD) abroad?

No, if you pursue your medical from UK, USA, Canada, Australia and New Zealand you are not required to take any screening in India. All PG qualification are eligible for registration and practice in India. Visit MCI link: https://goo.gl/5SK1ml

Yes, you must take the MCI screening test. For any Indian citizen, obtaining the medical degree from outside of India must clear the MCI test to practice in India.