Dr. Lindsay Oberman discusses this in depth. The original link is as follows:

How Mental and Physiological State Affects the Safety and Efficacy of TMS

In brief, as a summary this is some of what she has discussed (with interspersed commentary/input from Dr. Yin)–

Currently, there do not seem to be firm guidelines about what is recommended as adjuncts for patients to engage in while undergoing TMS. Manufacturers don’t seem to have a consensus and neither does the FDA or American Psychiatric Association (APA). Some practices during sessions allow for the patient to watch television while others even have patients engage in therapy during the session. Dr. Oberman discusses that state (neurological, behavioral, and emotional) can affect response to stimulation, so it makes sense to optimize it for treatment sessions. But that is easier said than done and opens a box for many questions. What are the additional costs? What is the best state? Are there states that will be detrimental? Dr. Oberman found multiple factors can affect how the brain responds to stimulation, even novelty, attention to the hand, and how active the motor cortex was prior to stimulation can affect how much movement can be elicited. One may think if in case of stimulating the motor cortex, if there is movement the patient engages in, this could prime the region of the brain for a more robust response. However, overdoing this can create a paradoxical suppression of that area of brain was well. On the other hand, if there is suppression of a part of the brain, it may become more responsive on stimulation.

Now in treating depression, the target is stimulation of the left dorsolateral prefrontal cortex (DLPFC) and one may ask, what we should do to engage that area of the brain or suppress it for optimal response. If you do cognitive behavioral therapy (CBT) before or after TMS, would you cause suppression? Or does doing CBT during a session create synergy? Active research is taking place to optimize these protocols. Dr. Oberman states that as in the case of OCD (where provoking the anxiety helps the TMS work better) that provoking the depressive symptoms may strengthen the effects of the TMS. Especially when done just prior to the session. On the contrary, others find being in a state of meditation and mindfulness to be helpful. In brief, there’s no well established literature out about this. Dr. Oberman recommends engaging in the patient, processing recent events and during the session as feasible to keep the patient actively cognitively engaged. The DLPFC is a cognitive processing region, so activating this circuitry like in OCD can prime the target for treatment as well. Arranging therapy before or after a TMS session can be helpful too as well as encouraging behavior activation.