I suppose it must have, yes.
As long as you've checked that you've got the real files, and you can open them, then I see no reason not to delete these weird "dot" files.
That's such a good question!
It doesn't matter when you do it. Early or late in the workflow, no big deal.
If you only remember it at the end of the edit, that's okay. Just return to the Background layer, duplicate it, and blur.