I don't think the pulling will pull too many minerals out of your body. I agree Epsom Salt baths really help, but be careful with them. Taking a bath, the magnesium goes right to your blood, and doing it too often can mess up the balance of calcium and potassium. You are smart to take a cal/mag supplement. Wait until after you pull to take it.
I also have found Oxypowder a huge help to my magnesium defiency. When taken orally, the gut absorbs what you need and quickly discards the rest, eliminating the worry of unbalancing the other minerals. Plus the cleansing action will help your overall health. When not actually bowel cleansing I still take just one Oxypowder capsule. It really helps my allergy symptoms (There is a lot of research showing allergies may be caused by a magnesium deficiency.)