Yes there are two paths you can go by but in the long run, there's still time to change the road you're on..... words made famous by Zepplin.... and yeah it kind of applies to mixing and mastering too.
There is the two step process and it has it's advantages. You aren't tempted to screw with the mix... and it gives you a degree of isolation from the original mix.
However, putting Ozone in the master buss, as you suggested is the method I use. It's quick, and easy, and I start working from the very start on the final product. You have to be aware and think ahead about the things you are doing. One thing you do now may have an effect on something that's yet to be recorded in the mix. Keeping plugs to a minimum and as many tracks dry as is possible is one way I try to work in order to minimize adverse reactions later on.
If I was mixing with the goal of putting a commercial CD together, I would very likely be doing it with the 2 step method. But since that is not my goal with the music I record, I choose the one step method.
Neither way is wrong.... one way is the preferred way by many folks in the business, so I respect that. I like to color outside of the lines.