In longarm quilting as with everything else, the right way is whatever works for the person doing the quilting. I would load the quilt and just work from one end to the other. Unless I was doing an intricate pattern on the borders, I would quilt them as I went along. I have turned a quilt to do the side borders and at best IT IS A SUPER PAIN! My motto is IF IT AIN'T BROKE DON'T FIX IT. If your method works well for you, why change it.