Depends on whether you want to make a permament slide or not. Nosema spores show up clearly with just plain water, show up better with negative stain and with either of those there is no need to dry and stain the spores.
If you want to check viability the Giemsa stain will do that.
According to the COLOSS BEE BOOK ( available from IBRA web ste and open access) infection level is best determined by either average spores/ bee, or by percentage of infected bees.
Personally I have never bothered to dry and stain the spores. I have made slides with negative stained material using glycerine jelly as mountant which avoids the need for total dehydration.
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