I have a couple of videos of complete S&S sessions including the warm-up and stretches. Some people seem to use them as follow-alongs which must be why they have so many views. That can work fine, but generally you want to give yourself much more rest between sets of swings in a daily practice as these sessions are to the testing time standards.
2015 One complete S&S session
2019 One complete S&S session encore (I recorded this while watching and following along to the first one)
More to your question, the prying and twisting and curls are whatever you need to feel mobilized. I do more on some days, less on others... but I do tend to do them for 1-3 of the squats in a set of 5, not all of them.