Hello @Rachel Tan , Welcome to Microsoft QnA. Thank you for the question.
Once the slot starts getting prepared for the swap, a warm up request is made to the root directory of the site on every instance. However if that is not enough , then may make request to all the important routes in the application or prepopulate in-memory cache. Yes, application initialization configuration would help in that case: iis-80-application-initialization
deploy-staging-slots- Specify custom warm-up
Please refer to deploy-staging-slots to understand what happens during a swap.
Please let me know if this helps.