Domain Mapping workflow Question – where to set up Records

I set up the domain mapping for 3 other Domains using different Name Registrars at the beginning of the year.

Everything has been working fine but earlier

today I was reviewing your article: The Ultimate WordPress Domain Mapping Plugin Just Got Better

and decided to double check my Settings.

Although its working – can you clarify where you set up the A and CName records?

The article seems to instruct setting the records up on the Name Registrar.

However my setup had the records created on my multisite hosts DNS xone editor after parking each domain name.

The only chance I made on the Registrars side was changing the Name Server.

Which implement is correct?