I don't think so. Leaving the wax on there baking in the hot sun might leave streaks that will be hard to buff out later. Just keep it waxed and slick as possible to make the bug removal as easy as it is going to get.
Chap , DW Joy, and Fur Baby Sango
2006 Ford F150 Super Cab 4x4
2008 Surveyor 263
Best thing I've used to get bugs (love bugs) off the front of my vehicles is dryer sheets (like Bounce, only I ude store brand). Just wet them and rub gently and they come right off. I keep a good coat of wax on as well.
2008 Salem LE 27RB -- 2010 Ram 2500 crew cab 6.7L Hummin Cummins