I gave putting in the sleeves before sewing up the sides a try.
For me, I continued with the pin basting with lots and lots and lots of pins to set in the sleeve.
Then came the sewing of I believe is the sleeve head. Not sure of the technical term. The sleeve set in without any fuss. However, I do attribute the success in sewing in the sleeve to my method of pin basting. I swear by that now. While it was a little easier to sew, there really did not seem that much of a difference from sewing up the sleeve prior to setting it in.
Next, I finally got to sew up the sides of the bodices. I sewed in the various directions from the bust point. A little extra work but am unsure of the benefit.
Will I continue to sew in sleeves in this manner? Maybe. I will continue to give this a try for the next couple of times and then assess what will work best for me. The first try at any new method is not sufficient to determine whether it is the best. My instinct is to always go with tried and true methods. So, I will need to continue to work on these techniques.