Properly not the way I did it.
I just turned up to the work christmas party with makeup on, confused a lot of people then had a nice drunken chat with the managers later on the evening when we had all had way too much to drink.
couldn't have gone any better if I tried.
I still haven't had the official talk with HR, but I am planning to just try and do that casually next time I am in the main office.
I think you should start by figuring out how careful you will need to be. The available options will all depend upon the company environment, how people see you, your skill at what you do, laws, attitudes.