With the Bundesliga wrapped up, and a Champions League semi-final meeting with Barcelona booked, Bayern go in search of a place in the DFB-Pokal final when they host the Wolves at the Allianz Arena.
However, Heynckes, whose side have a 44-point advantage over their rivals in the Bundesliga, is expecting a stern test of his players' credentials from a Wolfsburg side who will be desperate to keep their European qualification hopes alive with victory in the semi-final.
"It's not going to be easy," he said. "The final in Berlin is an important goal for Wolfsburg.
"They are the third-strongest side away from home in the second half of the season and have improved a lot.
"We are going to have to be particularly wary of Ivica Olic, Naldo, Diego and Jan Polak."
After resting nine players at the weekend, Heynckes is set to name his strongest side once again, but he rejects the notion he has a first-choice starting XI.
"We don't have any number two in our attack. All three (Mario Mandzukic, Mario Gomez and Claudio Pizarro) are number one," he said.
The winner of Tuesday night's clash will meet either Stuttgart or Freiburg in a final to be held in the capital next month.
For the two Baden-Wurttemberg sides, simply reaching the final would be worth a place in Europe, should Bayern win on Tuesday night, adding an extra incentive to their local derby.
"We are very focused," said Freiburg coach Christian Streich, whose side are also on course for a place in Europe via the Bundesliga.