Multi Domains and direct login to cockpit

I want my users to be logged into their respective blog cockpit as soon as they submit the wp-login form.

I am using the followin mu-plugin:

'<?php
function ds_login_redirect( $redirect_to, $request_redirect_to, $user )
{
if ($user->ID != 0) {
$user_info = get_userdata($user->ID);
if ($user_info->primary_blog) {
$primary_url = get_blogaddress_by_id($user_info->primary_blog) . 'wp-admin/';
if ($primary_url) {
wp_redirect($primary_url);
die();
}
}
}
return $redirect_to;
}
add_filter('login_redirect','ds_login_redirect', 100, 3);
?>'

It seems to work fine on the main domain, but when the user's blog is one another configured domain, he/she is redirected to wp-login on their blog, to submit again. What is the best way to allow users to log-in directly into their blog cockpit from the main site login form? By best I mean the most user friendly and natural.