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I wouldn't worry too much about the not rightful liege penalty. Like jerry said, if you're growing, you'll become their rightful liege anyway (and giving them a duchy should more than cover the opinion penalty) and I'd add that at the start of the game, your vassals' contributions to your taxes/levies are minimal unless you're starting as one of the larger empires so it's likely not a huge difference to your end of month balance.
Lately.... I've been doing this.
...and this is after I have about 1k gold to be able to create titles and after I've unlocked the discounted title, perks to where Dutch titles are under 200 gold to create. (I ignore that auto give away button... It's fine to use when you have no gold, I just don't hand out Dutchys, if all possible; though often they aren't created, anyways.)
With Occupied Castles...
I make them Convert to my Faith, first and foremost.
if none in the Dutch convert I ignore the whole Duchy and move to another one. If I have the Title and don't want it... i'll either destroy the title or ignore it and destory it when i have the resources to do so. (because i don't want to give the title to an off-territory Vassal, and I don't want to make an unconverted, once enemy vassal, powerful.)
If at least one Vassal does convert and if the Dutchy isn't created. I create the Dutchy. I right click the one that converted, Select the Grant Tittle. And give him the Dutch title (it's a little hard to weed out the Dutchy from the list, but it's in there... just find it and click it to highlight and give it away.) When you do that. the game automatically puts the County Vassels under his command, which will auto sort the rightful Liege, thing.
If I acquired all the Castles after a war and way over my Domain limit, it's easier. But the process I use is different. I'll click on the county and on the title badge screen I select the Grant to button, in there. A list pops up of your viable vassals. I then use the Filters, and save it as "Family".
(now, I've found that one of the filters is broken; I think the Family filter is broken, in that if I select family I get zero portrats. I can't remember off the top of my head of what I set the filters to; but at the very least they must have that Wheat Symbol and all have your family crest. I do not give land to the Offspring, especially my Primary and Secondary, Heirs. I don't like letting the AI pick marriages and Landed offspring can pick their own Marriages after 10 years of being landed. It also makes it harder to send them to monk/nun/holy warrior if they're landed/married. I don't worry about stats too much, but Higher Stweward and Education and low Spy, and low War is best. I look more at the traits... I look for loyal/push overs traits. And I give that Vassal the whole Duchy and all the counties of that Duchy. (I guess you could take the time to give a vassal one county each and then give the most loyal one the Dutchy...but too much work.)
Okay... process after the filter pick, is easy... I click on the Vassal portrat and select grant title. The menu is in a tree system, and the Duchy title is on top of the county titles... Highlight the Dutchy title and all the indention counties under it and grant away.
(Dutchys I like to keep to myself are those with Mines and Universities. Though 3 Dutchies is all I dare to keep for myself.)
Let’s say I’m king of Burgundy. I conquer the ducky of Tuscany but I cannot keep it myself. I’m not going to become king of Italy so I will not be the rightful liege of Tuscany. If “grant to” button or I appoint a random dude, i will have a new vassal and I will suffer from half of income because I’m not rightful liege. If I give the countries to the ducky of Provence (who is my rightful vassal), it will give me money to the standard obligation. But I don’t really know if a single vassal with so much lands can build enough to give me a good amount of money. So that's the question: what is more efficent?