Well as you have discovered there is more than one way to CO when DKing. That being said, there is no "right" way, just your preferred way.
I tend to prefer CingO and BingO with a single strand as it creates a less bulky CO and BO. CO in your usual method (short tail, long tail). Then...
work the 1st row with two yarns by knitting each st with the MC and purling each st with the CC. This will set you up to continue on the 2nd row with alternate st DKing.
Or, if you are going to do slip-stitch DKing, then work the 1st row by KFBing each st with the MC. Then work the next/2nd row as per the pattern.