Well, I accomplished my first one. I did a provisional cast on. I happened to use a crochet cast on for mine but anything that will give you access to live stitches at the beginning will work. After I did the cast on row with the waste yarn I then knit one row with the project yarn in the regular way before I started bringing the yarn from the wrong side to do the i-cord. The pattern I had seemed to suggest that. It said to cast on and knit one row and then start the i-cord. I thought it sounded like a good idea because I wasn't sure how to do the grafting with all the twisting going on that you get from the i-cord.
Then I worked my i-cord (40 rows for my project, with a 4 st i-cord). I also did a little sample i-cord and tried connecting it with a regular kitchener stitch. I thought it worked after a fashion so I'd go for it on my project. I had DH do a search for me for a way to graft ends of i-cord and this is what he found. LINK
This is a pretty good tutorial and shows an attached i-cord, but the joining situation is the same as ours. They also used a provisional cast on (theirs is probably better or easier than mine). They have a link at that page for how to do the PCO. Then they join the ends doing kitchener st which they also provide a link to.
I tried doing the kitchener the standard way. I've done it for years and could do it fine, but lately I can't get it to work. It should look just like the piece was knit together, perfectly seamless looking. I follow the steps but it never looks right (the last month or so). I seem to be kitchener challenged.
But I can do it if I take all the stitches off the needles and just work it through them with my tapestry needle, following the path where the yarn should go if knit. I have a Vogue Knitting book (not magazine) and it shows pictures of how to do this. I get a perfect look using that way now but can't get it to work doing it on the needles like the link shows. You might want to do a small i-cord sample and try out what is shown.
What I did was to take the stitches off the needles and hold the i-cord so that the part that looked smooth was on the top on both ends and just worked them up. When I got to the end where the i-cord twisty thing interfered I just sort of duplicate stitched it somewhere to make it look finished.
When I begin my mitten I'll pick up stitches so that the weird side of the last bit of join doesn't show. I think it will work fine.
Here is a link to how to graft off the needles if it is of any help/interest to you. LINK
It is the second thing down the page, "Grafting with knitting off the needles". I just find it easier to see what is going on and make sure each stitch is laying the right way as I work it doing it that way. You might try a sample both ways and see what works best for you.