Personally I would want to test the first cross, but that's only one half of the equation, would you then test the pure side your using to create your three quarter bred ie greyhound, whippet etc ?. Take it back a step though, when breeding your first cross be it collie, bull or whatever do you test both parents before embarking on the next phase of the breeding plan.
No point in starting to test half roads into the breeding and then only one parent.... or does any greyhound, whippet etc suffice.