That really is the best thing to do. Every tubed capacitor coupled circuit bleeds a little DC on startup. Expensive gear has a timing circuit and a muting relay that disposes of it. Bottlehead is much more affordable and I've been living with the startup routine for over 10 years now.
As a matter of fact, it is also the safest thing to do with even high powered solid state equipment. You start with the source, CD or tuner or phono stage, then the line stage then the final amplifier. On shutdown you simply reverse it. After the glow of the tubes is gone from my amps I shut off the rest of the system with one switch. Since the amps are dead, nothing can harm my speakers.