Yes, it is recommended to grease a Pullman loaf pan before baking. This will help to ensure that the finished loaf of bread does not stick to the sides or bottom of the pan and makes for an easier release of the baked loaf. Additionally, greasing can also help with browning and provide a protective barrier against burning. When greasing, use cooking oil or melted butter, which will help give your loaf an extra golden-brown color and crispy crust. Be sure to coat the inside and outside of the pan with a light layer of grease before pouring in your dough mixture.