If your baby is happy, putting on weight and there are a few wet nappies per day I wouldn't worry I also breastfeed and don't express. (kaboutjie.com)
If your baby wasn't getting enough milk then you would know, they would start to lose weight, have fewer wet nappies and, obviously, they would be screaming their tiny head off if they were hungry. (naptimenatter.com)
I didn't think this was a problem at the time as he was having loads of wet nappies and had bags of energy! (breastfeedingmums.com)