Is there any benefit to saving the side missions in TVHM to do on Mayhem Levels once you complete the story?
Only if you are level 50 and want the highest level version of those side mission reward gear.
Doing them in the first playthrough will reward you the gear but it will otherwise be useless if you don’t have it at max level.
Cool. I am level 50 so I will knock them out during story playthrough so I can work on 100% completion of the game.