Why is Cu2HgI4 filtered while it is hot?
Copper tetraiodomercurate, $\ce{Cu2HgI4}$, is typically prepared by heating combined suspensions of copper(I) iodide, $\ce{CuI}$ and mercury(II) iodide, $\ce{HgI2}$.

The iodides are prepared by (a) reacting copper(II) sulfate, $\ce{CuSO4*5 H2O}$ with potassium iodide, $\ce{KI}$, and (b) mercury(II) nitrate, $\ce{Hg(NO3)2}$ with with potassium iodide. 

In order to avoid contamination of the final reaction product with one (or both) of these iodides, it is essential to filter off while the reaction mixture is still hot.