No, employees do not have a right to representation during performance feedback sessions.  This includes annual appraisals and mid-term performance reviews.  Often employees want a union representative at these sessions, especially when they expect negative feedback.  While it's an understandable desire, it is not an employee right.

Employees are entitled union representation in two types of meetings:  investigatory interviews and formal discussions.  An investigatory interview is any meeting where a management representative asks the employee questions.  If the employee believes the line of questioning could possibly lead to discipline, he/she can demand a union representative be present.  When you do this you are asserting your "Weingarten Rights". Management must arrange for representation, cancel the interview or proceed without the option of future discipline.  The key is the employee must request representation before Weingarten kicks in.  (You may read more about Weingarten Rights on the homepage of this website.)

A formal discussion is when management representatives gather one or more employees into a room to discuss conditions of employment.  What makes such a meeting "formal" depends on various factors:  was it announced in advance, is there an agenda, are there more than one management representatives in the room?  The union has a right to be present for such meetings.  No request by employee(s) is required.