If you can. that will certainly give the best results in our experience. Sadly, as I’ve said before, if you really need a dock, it’s almost a “you get what you pay for” situation, especially if it needs to support genuine TB or multiple high-res displays, which is why expensive as they are, we still recommend either the OWC. or now the new HP TB dock I posted about a few weeks back.
Finally a top notch Thunderbolt Dock from an OEM - Technology / General - TabletPCReview Forum