OK, I've changed my mind. Having thought a bit longer, I'm planning to fit the crankpins to the cranks, then fit the wheels then add the cranks.
I'm finding it difficult to accurately fix the cranks parallel to the wheels.
I don't want to find that the cranks need to be adjusted further down the line.
I can make the crankpin joints stronger if I do them "on the bench".
And also, the instructions suggest doing it this way.
So, how to get the crankpins fixed perpendicular to the cranks? With the crank in a parallel clamp, I can hold the pin in the correct position with a finger while I solder (yes, the pin gets hot very quickly).
Then hold them in a drill chuck to tidy them up. I managed to get some solder around the sides of the cranks making the fold-over joint less obvious.
And now I can use the pins to help align the cranks on the wheels.