TN AND H1B Concern

Hi..Currently my H1B is under processing and my employer is insisting on me starting on TN Visa earlier and not to wait for H1B approval as I am a Canadian citizen. Is is advisable to do this and after the H1B is approved just come back to Canada and cross the border with the approval? Will there be any question from CBP as why I travelled on TN when H1 was under processing?

Kindly advise and much appreciated!!!

No problem at all. This is the best way to proceed. neither status is a hindrance to the other.
Assuming you wwere in canada at the time the h1 application was made, this means you will not instantly revert to H1 when it is approved. This will mean you can stay in TN as long as you wish, only needting to leave US and re-enter on H1 when it suits you.