The problem that I see with the videos is that some people watching them are beginners who take those to be the "right" way to do a project. And, as already stated, some of those doing the videos are selling their product so there's a method to the madness. Yes, press as you go. It makes for more precise piecing and also cuts down on having to do it with a large piece when ready to do the sandwich, saving on a lot of frustration at that point.