I didnt. It would melt anyway before you finished filling it in anyway! maybe you might want it to crust first, but I dont know if that is necessary or not. I didnt really pay attention to that when I did mine...and they turned out fine!
I've only done the FBCT once (the horse cake in my photos). When I did it, I froze it inbetween each steps. I did the outline, froze it, did the black coloring of the horse, froze it, did the brown color of the horse, froze it, put a layer of BC on the back of it, and froze it once more before putting it on my cake. I don't know if freezing it all those times was necessary, but it seemed to work okay for me. The one thing I would do differently is try to smooth it out better so there aren't lines in the FBCT.
I always seem to do mine in stages and let the previous stage freeze or at least get cold before I do the next one. The buttercream recipe I use (cali4dawn's that is included with the instructions) doesn't crust, so I try to keep it as cold as possible when I'm making the transfer.
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