It needs to be done when cold anyway, the key is to be familiar with how to access it in the app and go straight there as soon as you get connected.
Have you flown it at all before attempting the calibration?
Usually doing the IMU is somewhat optional unlike compass, the app will say if it needs doing, and you can view the state of it on one screen.
It makes sense to calibrate when you get it though as you have no idea how much rough handling has occurred in transit.