Actually, you'll find different schools have different preferred methods - for example Aeros recommend single CPL, BFC do multi CPL. So at the end of the day you probably want to pick your school and then go with whatever their way of doing things is.
Personally, I would've found a CPL with the additional workload and speed of a twin quite a leap up from PPL standard, whereas during the IR you have 25 hours in the sim to consolidate your ME procedures. However, people obviously manage to do CPLs in a twin.
Also worth clarifying, as Obs cop said, that you don't get an "SE CPL" or an "ME CPL" - you get a CPL, which is valid for whatever classes are on your licence.