You definitely have to exfoliate the scalp if you do bagging method especially if you use to products that have cones.
After I take the bag off I like to just put into a ponytail or man bun lolx. I never style my hair. Then wash my face to remove any product that might have gotten on my skin.
I really like to bag only using essential oils concoction of rosemary, grapefruit, patchouli, tea-trea, and jajoba on my scalp only but you have to be careful because it really opens your pores all over your head.