BE23 INSTRUCTOR AND TRAINEE DID NOT CALL XING THE OM INBOUND AT CWA.

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MY INST STUDENT AND I WERE REPRIMANDED BY ZMP FOR NOT RPTING THE OM INBOUND WHILE DOING THE ILS RWY 8 AT MOSINEE/CENTRAL WISCONSIN ARPT. FACTS LEADING UP TO THIS EVENT ARE AS FOLLOWS: WE HAD PREVIOUSLY COMPLETED 2 INST APCHS AT CWA AND A HOLD AT DANCI WITHOUT HAVING BEEN TOLD TO CONTACT MOSINEE TWR. AFTER LEAVING THE HOLD; WE WERE VECTORED FOR ANOTHER ILS RWY 8. WE WERE TOLD TO RPT DANCI INBOUND; WHICH I DID TO ZMP; HOWEVER I DID NOT RECEIVE AN ACKNOWLEDGMENT. WE CONTINUED INBOUND; AND AT ABOUT THE MIDDLE MARKER CTR ASKED OUR POS. I RESPONDED AT THE MISSED APCH POINT AND THEN BROKE THE APCH OFF NBOUND AS PER THE MISSED APCH INSTRUCTIONS PREVIOUSLY RECEIVED. THIS IS WHEN WE RECEIVED THE REPRIMAND AND FOLLOWED RADAR VECTORS TO OUR NEXT APCH AT WAUSAU. IN MY OPINION; THE PROB OCCURRED BECAUSE A PRECEDENT HAD BEEN SET BY ALLOWING US TO STAY WITH ZMP; ON THE PREVIOUS INST APCHS. I DO NOT REMEMBER BEING ASKED TO CONTACT MOSINEE TWR AT DANCI; BUT ONLY TO RPT XING DANCI TO CTR. WE SHOULD HAVE RECEIVED ACKNOWLEDGMENT FROM CTR WHEN WE CROSSED DANCI. WHEN WE DID NOT GET IT; I SHOULD HAVE TRIED TO RECONTACT THEM FOR ACKNOWLEDGMENT; OR SECONDLY HAVE RPTED DANCI INBOUND TO MOSINEE TWR.