Now I don't have the Babyliss one - it's the Beautiko E-Pen I've got and I've only used it 3 times, but I can tell you the hair still does NOT come out easily when I use it. And I think it's supposed to, even after just one treatment, because it's supposed to kill the hair root every time, as well as zapping the follicle so that it eventually stops growing hair altogether. My hair is thick and generally stubborn too, though, so maybe that makes the root harder to kill?
With me, the redness has faded within a few hours, so that's okay. (Although I put this apricot [I think it's apricot] cream on it the girl who used to do my waxing gave me to reduce redness, so...) But the reason I've only used it 3 times is that I'm sure I've started to get even more hair in the areas I've used it on - like I decided to tackle this stray one cos it was sticking out all dark and obvious at the bottom left corner of my moustache :o ....well not only did it not get rid of the hair, but several more sprouted out below it, so I've practically got a goatee now

. Not trying to put you off here - cos I mean it may just be that MY hormones are totally not balanced yet, but it really put me off using it anyway. And I suppose also maybe Beautiko's not so good a make as Babyliss...
As for whether or not you should pluck or shave, from what I can gather from the instructions of mine anyway, you're really supposed to pluck so that a whole new hair can grow in the follicle. I think that's because you're supposed to keep zapping the follicle when it's active, i.e. when it's growing a new hair (the instructions of mine kept going on about the growth cycle of hair or something... all a bit confusing).
I don't think if you don't pluck tonight the treatment will be less effective cos the hair root's meant to be dead anyway. It just sort of delays the process a wee bit I suppose. Sorry if this is all a bit vague, but I'm not sure I understood all the waffle in the instructions myself, so I just decided to follow them to the letter (and it still didn't work

). Maybe somebody else'll be able to tell you better....Hope you've more luck than me with it!!
All the best