It's true in general, that if you find it out for yourself, you'll remember it better. But it's also true that if you learn the ideas behind a process, or the pattern for the process, you'll remember it better than if you learned it yourself in a non-structured way. I say that as a teacher with an advanced teaching certificate who has studied, at the college graduate school level, Cognition and Learning and similar classes.
Consequently, I remember how to Queen a Pawn in K + P vs K endgame more because I know the Principle of the Opposition, not so much because I did it before.
That's why I like Jesus de la Vila's 100 Endgames You Must Know. He lays out the patterns you have to get into to win or draw in, of example, the Philidor and Lucena positions in R + P vs R endgames. In the B + N checkmate, he shows three barrier positions that help drive the opponent's King to a corner of the same color as your B before he starts listing moves.
Most of the endgame books do little more than show lists of moves.
I think you're doing it exactly right. As you have apparently already found, actively analyzing an endgame position for yourself, with a real board and pieces, before looking at the explanation will benefit you tremendously.
You might a lot more out of Silman's book if you use that method with it. The plus side of that book is that it starts with the basics and gradually works up through more complex endgames. The downside, IMO, is assigning the chapters to specific rating categories; that's kind of gimmicky and unnecessary.