I just talked to the DOW. They said the way the warden told me to do it is what they like to see, because most of the time they'll check at the truck/camp. It's not the only way to be legal. You can attach it to the last load, but they would rather not see that.
When i said it's in the regulations I was talking about what it says on the back of the tag. That's where the instructions are. Not having a tag in front of me this time of the year. I was going by memory to remember the exact wording. Which sucks at my age.
Anyway, to keep the wardens happy. I'd attach it to the first load on a quarter with proof of sex. The last thing you want to do is make the warden walk to the kill, or have to wait until you bring back another load.