I bolt and tighten everything to the turbo that needs to be on it on the bench, but I leave the turbo to mani and mani to downpipe bolts just a little slack to allow some movement. When I fit it to the car I fit the head to mani bolts finger tight, if the downpipe is braced, put that bolt in first and tighten it up, then tighten the downpipe to turbo bolts, then the mani to turbo bolts then finally the mani to head bolts last.
That way it means I know the brace is doing the job of supporting the stuff above it, and not stressing them by pulling them in a direction they are not lined up to be pulled in. If you tighten all those other bolts up on the bench there is no guarantee the brace bolt will line up.
Once the turbo is on I fit the oil and water lines at the opposite ends of the turbo, the exhaust, air filter and fill up the coolant and she is ready to start lol.