on the blade. If I am using a lighter blade (ie full hollow 5/8 or smaller) I do it and have good results. If I am using a heavier blade (ie THIS) Then I usually don't strop between passes. I would say try it for these reasons:
1. Stropping is fun! The more you strop, the better you get. Personally, I enjoy it.
2. You can't hurt anything by taking the time to do it as long as you don't let your face dry out while doing so, and, you don't roll your edge.
3. The pursuit of the finest shave you can give yourself is worth the effort. That being said, you owe it to yourself to find out if a mid-shave strop improves your experience. Go ahead, your worth it aren't you?!
as Lynn would say: Have fun.:)
-Rob