Beechcraft manuals now contain instructions to have the inertial separators open whenever the aircraft is being operated on the ground, regardless of the type of ground. The only caveat on this is to close them if the oil temperatures cannot be kept in the green. The before start and after landing checks have:
Engine Anti-Ice .............. On
The only time I have the Engine Anti-Ice off on the ground is when I am taking off and cannot make full torque with it on. I normally fly corporate King Airs ILS to ILS but right now I am at 68° 18' 15" N 133° 28' 58" W and 5 of the 6 landings I did today were on gravel. In both types of operations I follow the manufacturer's recommendation and have the vanes out on the ground.
As for windshield anti-ice, the Beechcraft reps I have spoken to state that the windshield will take a birdstrike fine without the heat on. I suspect they are talking about token 1 pound sparrows though, not 20 pound geese. I am sure that having the heat on will not hurt and it might even help.
One thing for certain though: To help windshield longevity, if you are going to need the windshield heat at any point, turn it on once after takeoff and leave it on the rest of the flight.