When I did my bellows, I clamped the gimbal and shift cable bellows right away. My thought was that I wanted the adhesive to dry in place and didn't want to flex the adhesive in a way that it wouldn't take shape after it was already dry.
For the exhaust bellows, I tried all manner of methods to get that thing to stick on with the adhesive, but it kept sliding off after a few days, even with the drive in the full down position. I ended up sanding each end really well and left the surface slightly roughened, cleaning with acetone to get all the old adhesive off, then clamped it on each end completely dry. Haven't had a problem since. I think the exhaust tube would be even easier and could go on dry, but my kit came with the old style you put on each end so kept it to keep the noise down.