Josh... I'd definately mount them on the adapters first. If you get them like a razor and then fiddle with mounting them you are asking for a serious cut.
I see no problem with sharpening them and then shooting them. It will develope familiarity with the system and pre-establish your grind angle.
Personally I wouldn't get all crazy about changing the factory bevel. I know a lot of guys do.
I'd adjust the angle until I saw a nice even grind between the heel of the grind and the very edge... it'll get scary sharp long before you get the whole factory grind sharpened away and it makes a very durable yet razor sharp edge.
I'd use which ever reference mark gives the best grip on the blade. You'll need to determine that. The KME is easilly adjusted for the changes in angle that occurs by using the different reference lines.
Hopefully Ron will chime in soon. I'll bet he's swamped with orders after Compton's.