It all depends on whether the calibrations can be performed with the camera detached.
Not sure about the H+ as I do not have one nor have I read the manual.
If the calibrations, aside from the gimbal, can be done without the camera (as in, the H+ can be bound to the ST16s without the camera and the calibration menus are active without said camera) then by all means save the wear and tear in the gimbal. But, if leaving the camera on the craft, it is likely a good idea to leave the gimbal lock OFF whenever powering up the H+. The gimbal is going to try and keep itself level no matter what attitude. Therefore, the lock will likely only hurt, not help.
That’s what logic tells me anyway. “Your mileage may vary.”
Jeff
P.S. my point of reference is the H520. I have yet to find a way to calibrate anything without the camera attached.