I don't think Gretzky ever needed a tough guy "riding shotgun" with him. There were short periods -- the first half of the 1981-82 season (when he scored 50 in 39) and the latter half of the 1983-84 season and playoffs (the first Cup) -- when Dave 'Cement-head' Semenko was his left-winger. But generally his linemates were players like Brett Callighen, Blair MacDonald, Jari Kurri, Jaroslav Pouzar, Glenn Anderson, Esa Tikkanen (just in Edmonton). A couple of them were hard-nosed, but they weren't "watch-dogs" or tough guys.
Since Gretzky basically never got hit, and rarely lost his temper or his focus on the ice, he didn't really need that kind of a guy on the ice with him (and certainly wouldn't need it now, in today's cleaner NHL). However, being the 80s' era, it was a bit wild and rough and the team did need 'goons'. There were games around 1985 to 1986 when the Oilers dressed all of Dave Semenko, Marty McSorley, and Kevin McClelland (though Semenko soon departed). If anyone was taking liberties with Gretzky, they would eventually have to face down one (or all) of those guys. That kind of thing also isn't really necessary today when the refs / League actually police the game pretty well.
One thing that changed in a bad way, for me, in the NHL from the early-80s to the mid-90s or so, is that big hits on stars went from being considered "fair game" to being considered "dirty" and always inviting retaliation. For example, when Gretzky was utterly decked by McCreary in 1981, no Oiler retaliated and the game just went on. It was a clean hit (whether or not a borderline minor-leaguer should be decking Gretzky is another question, but anyway a clean hit). Whereas, by 10 years later, that sort of thing would have been unthinkable.