You can phone a few dealers, or probably better, visit the dealers in person. I would imply I am financing the bike through the dealer, which is a profit centre for them, and makes them easier to deal with in general. You might have to show your cards if they start pressuring you to fill out the credit app before they give you a firm price; you don't really want multiple Credit Checks if you actually are borrowing from somewhere, because that lowers your Credit Score just when you need it high for the best rate.
I realize there are different levels of check, some of which won't trigger a downgrade, but I don't trust auto dealers of any stripe to look after my best interests over theirs. If they scan your drivers' license, beware, that's a precursor to a query to the Credit Bureaus, with or without an application.
You can always show up with your check from your local bank or however you are paying for it once you get a solid deal on paper they can't back out of.
As for price, it is what it is. They will be much more interested in moving a bike in inventory over ordering from the factory, so your bargaining position is weak right from the get-go, and there might be a long wait in store for you if you do.
You will figure out pretty soon whether the market is MSRP or some discount. Dealers may be more inclined to offer extras out of inventory like a helmet or eyewear or something rather than move on price. Ask, be specific. Get what you can, basically. Do not be afraid to tell them you are in touch with [some specific Harley dealer] and plan to buy from the guy who bends over the furthest. I would refrain from giving them a laundry list, instead narrow it down to two shops and pick one when you pull the trigger.
Since you're buying a build-to-order bike anyway, I'd ask about the option of picking up the bike at the factory. They have (or used to have) a program where you can do that, maybe there's some free factory tour involved or some other interesting perk, I don't know the details but I do know a few people who have flown to Milwaukee or York and rode home on their Canada-market bikes.