I've never made my own multi-ply, but I'm under the impression that you should join it first with a wipe of acetone.
My method at the moment is to cut the channel, then prepare the binding to fit the shape using a heat gun. Once I'm happy with the shape, I'll go ahead and glue it. Filament tape is nice and strong, but it leaves a lot of residue and doesn't have much stretch to it... so you can't always get it that tight... blue masking tape is more flexible, but the tack isn't very strong and the glue soaks in.
The UHU Hart glue is pretty good in general. The only problem I've found is in dealing with any gaps - we're not talking about anything serious, just a fraction of a mm near a horn or whatever. Your main risk is the glue filling the gap completely and drying clear, so you can't fix it. If you're lucky, you'll have a tiny gap, which you can fill with some binding paste (put a few cuts of binding into a container with a little acetone, then scrape the melted paste off and touch-up). Doing the whole thing with binding paste from the start still gives a great result, with a little more time involved.
Definitely route your channel before radiusing, then see how confident you feel about your fret slot depths. Binding first will make your taping a lot easier, but it limits your options for slotting deeper. Binding after allows you to monitor the depths, but having the binding taller than the board makes taping it perpendicular a bit harder.
The more experienced and savvy guys might have some firmer advice though.