As far as baking a graham cracker crust before filling it with a cream filling, that is a matter of preference. Either chill the pie shell to set the crust so that it is firm or bake the crust for six to nine minutes at 375 degrees. In a chilled crust, the butter becomes hard to hold the crust. In a baked crust, the heat melts the sugar enough to set the crust. Cool the baked crust before filling.
If you use a chilled crust, try this tip for an easier release of the pie slices from the pan: Saturate a cloth with very hot water and then wring it nearly dry. Rub the hot cloth over the outside of the pie pan. The heat will transfer through the pan and soften the butter in the crust enough to make it easier to remove your pie slices. With a baked crust, that's not necessary.