Personally, I have found that in setting the bevel for first time on an old or new to me razor, I like to raise a burr. Before doing this I was really never confident I had set the bevel and was done with that step. I would often go to the next hone without really setting the bevel and was often frustrated down the line. With a SLIGHT burr on a 1000 grit stone, I knew I am ready to continue honing. That being said, once you raise a burr the first time on your razor, there is no reason to do so on additional honing in the future, as you already know you are close when you start. I know some say this is a waste of steel but for those few microns of steel to know I am there is worth it for me.