Yeah, The way its shown in your link is how I do it... Starting out holding the wires so they cross at an X shape But you basically end up with the same thing. That's a better illustration than what I found though.

The main idea is that it gives you, like you said, a very flat and even splice. Any splice should be soldered. Just twisting the wires together and putting tape or head shrink over it is unacceptable.