I did my first live kegging/closed transfer yesterday using the method described in the OP.
It all went pretty smoothly and was mostly uneventful, so I'm pleased the practice runs with water paid off. In fact the only issue was something I hadn't practiced - a slightly leaky inline filter (more below)...
Before cold crashing from 20 down to 0degC I replaced the airlock with a hi-tech purged and CO2 filled bladder
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I was surprised actually that after cold crashing the bladder (2L volume) had totally suctioned and shrivelled up! Not what I expected from my calculations and something to monitor next time.
After a couple of days cold crashing I transferred to the keg having first made sure absolutely everything was purged with CO2. The only change from the OP was the addition of a filter to catch any hop bits:
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For the most part it wasn't really needed except right at the end of the transfer. The main issue was beer leaking - weeping really - from the threads between the filter body and the 3/8" adapters (both sides). It continued weeping even after I tightened then up on the fly mid-transfer with grips.
I'd already wrapped PTFE tape around the threads. Need to do a bit of investigating to improve it, might just be a case of more PTFE tape needed and/or a rubber washer somewhere
Happy enough so far that it works, just a couple of minor tweaks needed