I was concerned about startup time but I was writing a class to manage animations & frames (it's not a component) and I want it independent from the GUI (I ditched the old code that got the GC from the JFrame of the application) so we can use it on startup (before even creating the GUI or other visual components).
hmm, whether you can do that or not, depends on how exactly the underlying code works.
Is the GraphicsConfiguration returned from a Component always the same?
for example, if you change resolution, bitdepth, or drag a Frame from 1 monitor to another, is the GraphicsConfiguration of the Frame different? (or does it return different managed Images?)
If you create a managed image from a GraphicsConfiguration obtained from GraphicsDevice 
and then render it to a Graphics context obtained from a Component visible on GraphicsDevice , will the Image still be managed?
will the rendering be corrupt?
(or will the VM crash? ;P)