I pre-finish the ends of my frets before installing them. I started doing this when building banjos which have bound fretboards. I find that even with a non-bound fretboard, by pre-finishing the fret ends if get a very nice smooth feel and a nice polished look.
I just got back from a 3 day luthier convention put on by the Association of String Instrument Artisans (ASIA). I learned all sorts of new tips/tricks, often as side things to what a builder was actually presenting. There was one fellow who also pre-finished his fret ends, and a simple method of working I learned from him, plus noting how he had some things on his bench arranged, has cut my fretting time down by at least 20%.
ASIA does however leave one with some unanswered questions, such as: “Do I really need a $100 chisel?” It is a really really nice chisel, and it is just the thing for some new things I may try out.