
I have been making my twisted leaders with a power drill in a similar way to an old YouTube video, but I've taken it a couple of steps beyond the video I saw.
My version (shown here) twists both legs of the line and also utilises the hand-twisting method we saw at the club to finish the leader off.
For me, the advantage of my method is the fact that I have a loop at each end: one for the fly line connection and another to attach the tippet to, both via loop-to-loop connections. When I get a knot in my tippet that I can't pick out with a hook, I snip the tippet off and tie a new one on. That costs me half a metre of line, rather than 10.
It's also easy to switch from a 10lb tippet to a 6lb or 4lb tippet if those bloody bream won't play nicely!

These twisted leaders (regardless of the method used to construct them) turn flies over beautifully. If you're persisting with stepped mono leaders incorporating numerous knots, I strongly recommend trying a twisted leader sooner rather than later.
Cheers,
Graeme