Sanitizing that circuit, then filling with dirty grain doesn't make sense. I don't do it. The path from the pump to the knockout is the only thing that concerns me, but that gets hot soak of PBW, so I think it's clean enough. It's a risk I take I guess. Regardless of your sanitation efforts, you WILL have bacteria in your wort. If it's minimized, and you have a raging fermentation a day or two later, it'll be fine. Anyhoo, that's my thoughts. If someone else takes sanitation to the next level, they are a better brewer than I am (but their brewday will be longer).
Something might do in the future is to open the knockout during the boil and pump through that port and back to the kettle. As long as it's clean, it will almost instantaneously sanitize the path.