most pellets are designed to sink and then fall apart as they get wet. soaking them first will make them less likely to sink to the bottom, and will spread the food farther across the tank. This may be ok if your corys are lazy and you want them to work for their food, but they may not find all the pieces, and the pieces may find their way into your filters. Also, if you have any tank mates, they may eat most of the disintegrating pellet before it hits the bottom of the tank.
I would not recommend presoaking unless the instructions on your food recommend it.
Usually, the amount and quality of the prepackaged food is more important than the insertion of the food into the tank.