No, you should not create the replication session on the target prior to completing the migration.  See:  520686 : Dell EMC Unity: VDM migration may be incomplete if user creates destination snapshots or replication sessions prior to cutover (User Correctable) [URL]
We are migrating from VNX to Unity both at Prod and DR. We want to use Native SMB Import for Migrating VDMs on VNX to Unity. Our question here is During the Import Session is in Progress can I create a Replication the NAS server & resources to a DR Unity before the Cutover.
Unity Native SMB Import along with Replication