I asked this same question in the interview thread last year and received some responses along the lines of "don't do anything, because nothing will prepare you for fellowship."
Now having almost finished first year and the 12 months of clinical work associated with it, I understand why. Studying heme and onc without any patient context is very dry and you're bound to forget most things that you read by the time you actually start. As such, I don't think there's any need to do anything fellowship-specific prior to actually starting fellowship (like ASCO SEP and ASH SAP).
I think what IS very helpful is to know internal medicine level heme and onc inside out. I presume you are planning on or are currently studying for boards right now. If you have the MKSAP books, know the heme/onc book (it's about 200 or so pages) inside out and cold. If you're using a different prep program, know the heme/onc prep equivalent also cold. The MKSAP heme/onc book is what a very good internist is expected to know about the field, so if you just commit yourself to memorizing it you should be solid for starting fellowship. Everything else you'll pick up as you see patients once you start.
As for the day-to-day as a fellow, I found myself reading UTD A LOT. UTD is actually a pretty good resource and quickly captures a lot of the highlights of a specific disease in <5 minutes (skim quickly). I used it A TON immediately prior to precepting patients in clinic or seeing patients on consults in the hospital. Attendings have generally been impressed and unaware that I literally crammed the subject right before speaking to them. NCCN guidelines can be pretty dry to read through, but there's a narrative portion at the end of most guidelines. That is pretty good reading material if you want to learn about a topic in a more in-depth and systematic manner on your down time.
