I need to rebake anyway since posts aren’t properly cooked (because of the import I believe). For example, links on a single line won’t show a preview/media until I rebuild the HTML in the post admin actions. Then only, it is properly cooked.
As for my first question “Is it supposed to start with the most recent messages?”, I thought I read somewhere that it started by the most recent ones, but I’m already at 70000 rebaked posts and very recent ones doesn’t seem to be rebaked yet.