Well financially, if you can't afford the filing fee for a harassment order then there are ways the court can waive the fee. As for how it would look vis a vis your parenting time motion, it's impossible to say given only the information provided. In general if you prove harassment of yourself and the children then the court would superimpose restrictions on contact with you and your kids over the original parenting time order for a period of time.
If the harassment happened and you want the court's help, filing for a HRO is appropriate. However, the judge is certainly going to take into account, when evaluating the harassment, that you hadn't done anything legally until parenting time was at issue.
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If you have been the subject of harassment, as defined by Minnesota statutes, you have every right to file a harassment restraining order against the individual bothering you. The timing may be questioned by the Court, given the fact that you have never petitioned for relief previously, but if the harassment can be substantiated, the Court will likely grant your petition. Courts typically understand that petitioning the court and attending hearings can be cost prohibitive. I would encourage you to explain your financial situation to the Court if you choose to petition, and the reasons you have not previously filed for the restraining order.