I'm personally in the 'Go Directly to 121.5 without passing GO' camp - if opportunity / time permitted, then a quick courtesy call to the ATSU I'm working to say 'G-xx QSYing to 121.5'. I know it's not CAP413, but I hope they'd let me off just the once!!
I'd suggest that if you're already talking to and identified by a radar equiped unit you're probably much better staying with them. Going to D&D will just increase your workload as you have to change freq, call them and then they have to try and find you before they can help you. Whereas if you stick with the radar unit you're already talking to then ATC can do all the liaising with D&D on your behalf on the landline, many units have direct lines to D&D.
In other circumstances it might well be worth leaving the ATC unit you're with and going direct to D&D, say on London Info. But if already identified on a radar display and working said radar equiped unit, best to stick with them imo.
WF.