A wide range of discrete planning problems can be solved optimally using graph search algorithms. However, optimal search quickly becomes infeasible with increased complexity of a problem. In such a case, heuristics that guide the planning process towards the goal state can increase performance considerably. Unfortunately, heuristics are often unavailable or need manual and time-consuming engineering. Building upon recent results on applying deep learning to learn generalized reactive policies, we propose to learn heuristics by imitation learning. After learning heuristics based on optimal examples, they are used to guide a classical search algorithm to solve unseen tasks. However, directly applying learned heuristics in search algorithms such as A∗ breaks optimality guarantees, since learned heuristics are not necessarily admissible. Therefore, we (i) propose a novel method that utilizes learned heuristics to guide Focal Search A∗, a variant of A∗ with guarantees on bounded suboptimality; (ii) compare the complexity and performance of jointly learning individual policies for multiple robots with an approach that learns one policy for all robots; (iii) thoroughly examine how learned policies generalize to previously unseen environments and demonstrate considerably improved performance in a simulated complex dynamic coverage problem.