Cineform is fine, as is DNxHR and ProRes. There are advantages and disadvantages of each, but the final container format that you export to doesn't really affect that choice. When you edit the intermediate it is decoded into a raster that has whatever resolution and depth your editing software uses internally, but we can assume that it will be higher quality than the intermediate or final codec. Then that raster gets recompressed to the final export codec.
It is possible that there are interactions between using one codec for intermediate and one for final export but they are going to be subtle, and assuming the quality of the codecs are roughly the same, whether it's better to use the same codec in and out or mix it up, is anyone's guess.
Another option is to change your workflow. There's a reason why colour grading was usually done last. Here's a suggested workflow:
Make a "one-light" grade of your raw footage—where you correct any obvious problems such as white balance and exposure, and apply any necessary LUTs if your camera uses a profile that needs correction. It's called "one light" because you don't grade every shot, you just set a ballpark grade for each scene and apply it to everything. This shouldn't take too much of your time, you just want the footage to be usable for your edit.
Now you export the output to Premiere, using an intermediate codec and importantly exporting as individual clips with the same file name as the original (but in a different location, obviously). This intermediate doesn't have to be at the highest settings, e.g. you can use 8-bit instead of 10 or 12 bit. This speeds up the edit process, because the files will be smaller, so it will be more responsive, with less rendering time etc.
Next do your cutting, lock off your pictures and export the timeline as XML. You can move or delete your intermediate files now, so that when you go back to resolve to do the grade you link back to your camera originals, at full quality. Now you do the proper grade, where you create the look you want, balance between shots, do any secondary grading, etc.. This way you get the best possible quality, without spending time grading footage that you end up not using in the edit.
