Do I need to preheat, and if so, which method is best?
You must preheat your NEO brew cylinder before brewing for best results. Otherwise, the stainless steel's lower temperature will drastically cool your brew water, which could result in a bitter or unpleasant extraction: Try and get your cylinder as close to your brew temp as able.
There are several methods for preheating. As described in the NEO Quick Start guide, a common method is the "fill/dump" method:
(a) Invert cylinder in bowl & fill with boiling water. Leave for 30 seconds. (b) Empty preheat water and add cylinder to portafilter. Note it is best to repeat this fill/dump 3x before brewing for best results.
If desired, you can utilize the preheat cap (available separately here) in lieu of a bowl.
However, our favorite preheat method is to utilize the steam from your kettle. Simply situate your cylinder on the vent of your kettle, if applicable, allowing the steam produced to preheat your cylinder as you boil your brew water. Two birds, one stone!
If pulling back-to-back shots, you likely do not need to preheat between extractions as the cylinder will still be warm from your first attempt.