When learning a physical skill, repetition is the key to making the movements a habit, so, when coaching baseball, working as many repetitions as possible into the practice makes sense. Make sure, especially during warm up, that the reps are what you want. Playing catch, as described here in the iBook, Practice Baseball to Win, is no exception and it should be done properly, ALWAYS. Step to the target, catch the ball, and step to throw. Step, catch, step, and throw all in one motion, no extra dancing with the ball. Extra time here will be well spent.