The proper way is to have the rotor mounted to the hub. There are two reasons why a rotor is being machined. First you need to eliminate any runout in the rotor (parallelism between both sides of the rotor) which is what causes the pedal to pulsate and secondly the rotor surface needs to be perpendicular to the hub centerline. If you machine the rotor without the hub and then press the rotor on the hub you are fighting two different elements at the same time. The pressing of the studs is enough to distort the rotor (which was just machined true to the spindle on the brake lathe) and also the center is no longer going to be true once it is pressed to the hub.
You can take or leave my advice but i've been doing this for 21 years now.