The proper methode is to assemble it on stands (or lift) and assemble it snug. Then lower the vehicle on it's tires (or axle stands) and torque the bolts to the proper torque.
Why not leave them "snug"? Because then you are using a piece of sheet metal as a very thin bearing. When you torque the bolt to the proper torque, the whole assembly becomes stronger and the weight is distributed over the assembly and not just where the bolt contacts the sheetmetal.
-Ron