There is no right way to do this, and it depends entirely on your material. If there is a single shot that needs to be brought into line, then you can CC it before you make the multiclip, but in most cases you're going to tweak it afterwards anyway. In the little experience I've had with it, following the standard procedure of editing the material and then CCing it works fine. You have the ability to copy settings to adjacent clips as well as to copy attributes to multiple clips.
All the best,
Tom