My local community hospital suggested I 'roll roll roll'. Then the folks at Stanford said it didn't matter. IMHO it probably doesn't make much difference, but why not give it your best shot.
And I would MUCH prefer having BCG administered by someone experienced. I had someone less experienced do it once, one problem was the pain I experienced when the catheter was inserted up the urethra, and then, when the bottle of BCG was squeezed to get the fluid flowing, that transmitted pressure into my bladder, which hurt. After I explained that to the nurse, she was considerate enough to change her technique to avoid that problem.
In the event you do end up with side effects, ask your doctor now if he/she will reduce the concentration of BCG to minimize side effects. And also, ask now about what drugs they prescribe to reduce spasms and pain, should it come to that...