I do this as well. As Donna said, I turn my basal down as the lantus kicks in. I usually take my Lantus in the PM, so I do it around dinner and disconnect around bed or when I drift down. The AM bg is sometimes off but not a huge deal.
Going back is slightly trickier. I’ll usually start my basal around 50% at dinner and then at 75-80% overnight to avoid lows. I’ve had it go both ways, too low and too high overnight. I haven’t done this in the 2 yrs I’ve been on a CGM, but I’m hoping that that will ease the ‘on’ transition
Have a great time!