Just warm to pitching temp and bombs away.
Okay to do, but not necessary if going from 40 or so to pitching temperature (assuming pitching temperature is 60 or so for ales and 45-50ish for lagers)....
I use slurry all the time and try to time my brewing to allow harvesting on the day of brewing, with yeast collected at fermenting temperatures (I don't do a diacetyl rest for this reason, among others).