Thanks for the responses, guys.
I wound up kind of doing both as I wanted some eggs that I absolutely knew their age for a try at queen rearing.
Yesterday I made the confinement cage and cut a small flap in one side so I could stick the tube part of the EZBZ thru that (after taking off the orange cap, of course). I didn't have any emerging brood, so I captured a dozen or so workers under the confinement cage along with some new comb and a little honey along one edge.
They've been waggling and feeding her thru the EZBZ since Friday morning. There's still about half the candy left in the tube, so I'm figuring they should have her out & into the laying cage *maybe* today, but most likely tomorrow. I plan to release her as soon as I can spot some eggs--a lot easier since I will know exactly where to look.