The First Grand Theogonist, Johann Helsturm, became the Theogonist around 73 IC and started preaching a few years earlier than that, raving and ranting about Sigmar ascending into godhood. The Cult of Ulric didn't like it, but the populace did, so the Emperor officially enshrined the Cult of Sigmar with Helsturm as its first Theogonist. Sigmar did rule the Empire all the way to 50 IC, so I suppose there is a chance that Helsturm saw him ascend, but I believe he said that he saw Sigmar's ascension in a dream with Ulric crowning Sigmar in the heavens.
In the End Times it's revealed that that's a bit of a farce since Tzeentch captured Sigmar in the Wind of Azyr, preventing him from actually moving into the Warp, but End Times isn't canon here so it doesn't matter too much.