I've done both. Either will get you there, but bullet jump first isn't a bad way to go. I wouldn't want to bet my house that it will work out that way in all cases, but in general I feel like it's a more efficient way of getting there.
Not experienced with using Berger's. .040 apart seems excessive, you sure you're reading that right and they're not just saying to start at .040 off? Standard bullets I go .010 apart in 3 round loads to find my best. Then find best powder charge. Then might try .005 on either side of set seating depth just to see if there's any fine tuning advantages on either side.
In answer to your last question. NO. You have a heck of a blessed rifle if the best amount of jump holds true across the board no matter the bullet weight or brand/shape.
