I've tried this recipe a number of ways, and the last time I just straight up forgot to sauté the shallots. To be honest, I didn't really notice a huge flavor difference. You can definitely do this and toast the rice as well, and it will add a boost of flavor. But if you're in a hurry, just add everything to the pot and cook. The average person most likely cannot tell a difference and it's a lot less effort for you.