What is the quickest way to setup Dune: Imperium from DireWolf playing single, double or more players?
As with all my current &quot;big' games, I would have set up the entire game once, including every player's starting components, then bagged them as individual sets before packing away the game.
The exceptions are general resources that have larger pools, which are kept together in their own bags, and  cards like the Leaders, which are ordered (you could choose alphabetically and/or complexity, especially if you expect to have new players for the foreseeable future).
All other decks are bagged separately, with the bags labelled to make repacking eaiser, so that they can be pulled out and shuffled and placed immediately. If you must bag decks together,

two decks: face to face, backs out, making separation easier

three or more: facing the same way, stacked in the order they would be placed by the board


The remaining tokens (Mentat, Factions) are bagged together.
When setting up to play, first put the board, decks and resources in the correct place according to the instructions (for solo/pair play, there is a separate sheet, or you might use the app to reduce effort on physical setup). Then, players choose their leader and a bag of individual components, and do their own setup.
This way, you only unpack the components you will definitely need, and they are not spread throughout the box. Following the rulebook requires slight adjustment as you complete the collective and individual setups separately. For example, the F1 step is left until individual setup, when each player picks up their own water in their own time.
There are benefits of this process for new players. They can help by unbagging and shuffling during collective setup, then mimic your individual setup afterward.