I'm sort of taking that approach, but on campus, not work, since I'm a student.
I started with coming out directly to my parents, best friends, sister and in-law, which went very well. Now, on campus, I'm slowly changing my style - started out with women's jeans, women's boots, etc etc. I'm also of course wearing female underwear on all occasions except when going to the gym - I don't want to risk anything in the locker room. My idea is that by the time I actually transition, people will already know something is up.
I guess the "slowly" part of it just changed, though. I lost my patience today and went to uni with my fake breasts, a dress (but under a cardigan so I can roll it up when I don't want to draw attention) and perfume. I could probably just have gone full girl mode, it's impossible not to notice...