IMO it is a good idea to do that, especially if you have a young sulcata. Dry grass or hay can be hard for a little mouth. You can soak it a couple of minutes and then feed it to your Sulcata.
If I'm remembering correctly, Bob is about 5 years old. That's still pretty small. I would soak the hay for him before feeding it. It softens it and makes it a little easier for him to eat it.
You can also buy hay that is finer and softer to also make it easier. If the tort is not accustomed to eating hay, you may find that mixing increasingly larger amounts of it into the food is an easy way to introduce it. Yes, I agree that hay is a great Sulcata food if they cannot get access to graze (grass and weeds).