According to the Sakya lineage, there are two kinds of persons, those who require the gradual training you mention (rim gyis pas), and those who are able to enter Vajrayāna teachings immediately without prior training (cig car bas). These two types of persons are clearly demonstrated in Aryadeva's commentary on the Pañcakrama.
Thus, it is best to understand that there are different approaches for different people.
རིམ་གྱིས་པ་ (rim gyis pa)
<noun> "That which proceeds gradually" or "gradual type". One of a pair of terms. The opp. is cig car ba, that which proceeds without any stages, that which goes at once.
In the language of the buddhist tantras, two types of practitioner are identified: the rim gyis pa is the gradual type, the person who goes to liberation by stages; the cig car ba is the sudden type, the one who goes to it immediately. Acc. Tenga Rinpoche, the general distinction is as follows. The gradual type person is someone who has not developed a connection to the practice previously or who has only developed a small connection to it. Because of this, they have to work at the practice again and again before it comes to fruit. A sudden type is someone who has developed a great connection to or realization of the practice previously and therefore, when they meet the teaching again, they are capable of realizing it all at once.