What way to incorporate sugar into dough for millefeuille is better?
Typically, puff pastry dough is not sweetened. Instead puff pastry desserts generally rely on added ingredients or fillings to provide sweetness, and the pastry is just a flaky base or case.

The simplest example I can think of is a palmier, which is basically just puff pastry and sugar -- the sugar is sprinkled on finished dough, and it is then rolled and baked right away. If left to sit, or if the sugar is incorporated earlier (such as during the pastry folding process), it will end up dissolving into the pastry. The overall sweetness level will be about the same, but there is a loss of texture from the sugar crystals and less caramelizing during baking; the finished product wouldn't really be the same.

In a millefeuille, which has other sweet elements (frosting, custard filling), changing the sweetness of the pastry by adding sugar during folding or to the dough will change the overall taste of the assembled pastry.