I would heat treat on a form before glue up. I made a hickory backed heat treated hickory bow similar to what you are proposing, and it turned out well. I tillered the belly as if I were making a bow that was ~15 pounds lighter than my goal, then heat treated both limbs while it was clamped flat to a 2x4. I then glued the bow up as normal, and tillered from there. It didn't require too much wood removal, so the belly still had some visible temper.
I have since set this bow aside though and will probably never hunt with it. I glued in way too much reflex and the bow is hard to string. It is also very unstable, and sometimes spontaneously unstrings itself by twisting around. It hasn't broken though.