Doing G29 before heating the bed and nozzle is a bad idea. Things expand when they are hot, so the readings will be slightly off when the print starts. If the objective is to save some time, it's not a bad idea to start heating the nozzle and bed simultaneously, assuming your power supply can handle the extra load for a couple of minutes.
Agreed that heating up the bed before G29 is important due to thermal expansion. But the hot-end never touches the bed during leveling with the BLTouch, and is therefore not involved during the auto-bed-leveling process. So no need to heat up the hot-end in advance of bed-leveling.
Of course the thermal expansion of the hot-end might be a factor when determining the correct Z-probe offset for the BLTouch -- but that is pretty much a one-time measurement determined when installing the BLTouch.
Nevermind. I think the answer is essentially provided here: https://community.ultimaker.com/topic/26391-start-heating-bed-and-extruder-and-level-bed-at-the-same-time/
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