Yes, normally before!
Though I have done some touch up work after, when I wanted more colour to show.
But being that you want to do it ....... no reason why you cannot.
Go for it!
You may find it a bit tough to get in close to the embroidered lines.
A pointy crayon would help you sneak in tight, if that's what you want.
I practice on a scrap of the same fabric for each of the colours/crayons, to help me figure out just how heavy of a hand I need as to the intensity of the colour. Each fabric seems to be a bit different in that regard. I even notice a difference from one crayon to the other in the same box. So practice is good.
Good Luck ... you CAN do it!