I'm with the majority and 30+ years of shooting has proven it out for me. But, being as you are going to be fletching the shafts anyway it wouldn't hurt. I would just install the broadhead to the shaft and index the nocks so that the blades are all in the same orientation, then fletch away.

And by the way, each broadhead will have to go back on the same shaft as it came off if you should remove them. This where numbering your shaft comes in handy. Then all you need to do is stick a piece of tape on the broadhead numbering it for it's respective shaft.

I never remove mine. Once on the shaft and spin-tested they stay there. And I only make up three arrows anyway. I figure if I need more than that then I need to do some serious self-asskicking.