I don't advise either way but there are people who have ordered from me who also had tubes shipped before their order so they could do just that. I also think some of the special blanks you can order are "tubed" for a particular style pen.
I guess a good compromise would be to turn them close to the bushings and once your kits arrive it's all calipers to components for the final turning. I'm also assuming you have a supply of the proper tubes on hand, right?
I have started calipering everything and have been quite surprised at some of the variances I find on the same type of kit. between production controls and variances in platings, now I wait. I do cut, round, drill and glue up before I have kits in hand, but wait to be sure before finishing up.
If you are short for time, pre-turn to almost the size needed and them confirm measurements with the actual kits and finish turn. I do this on a few large (20-24) pen orders while I wait for the kits to arrive. I usually keep extra tubes in stock for this reason.