Flashing new radio to my Desire HD
You've done your research right, bro. Another recommended way is using the commandline fastboot which can be easily followed-through here. I'm using the same custom ROM as you are, though, I can't utilize the bootloader interface on the phone as I already cut off the flex of its volume rockers(yields nonbooting issues for me already).
It'll work just like it did on mine. Not an official WWE(international) radio, though.
The latest WWE applicable is 12.65.xxxx but GPS will not function already when using JellyTime R30(which is based on the latest pull from CM10).
Since you already have flashed a custom ROM I believe it's safe to say you don't have to deal with issues regarding S-OFF