I do. When I make a new saddle, or replace an archtop bridge, I will first check the profile of the bottom of the bridge foot and correct any defects. Once the contact surface is perfect, I will then position the new bridge for proper centerline alignment and intonation. Then I mark the position of the high and low E strings with a pencil, (traditionally the same distance in from the edge of the fret board as at the nut). Then, using my Stewmac string spacing rule, I'll mark out the remaining strings as per the instructions on the ruler.
Once the string spacing is checked for accuracy, I cut small, temporary notches with my nut files, string up to concert pitch, check string action and neck relief. If everything seems to be in good order, I deepen the notches to drop the strings to the depth of the height of each string, then, raise the saddle to bring the string action back up to the proper height.
I do it this way for two reasons, first, I do not like the feel of the strings poking up above the saddle when I mute with my palm, and second, with the string buried in the saddle, there is very little chance that any string will "jump ship" when strumming hard
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