That's exactly backwards. Wasteful of ATF, and inefficient at getting the "dreck" out of the transmission. You've already "polluted" your clean ATF by putting it in a dirty pan, mixing it with dirty ATF, and you're sucking it through a dirty filter. Now when you drop the dirty pan...are you going to throw away 5 quarts of semi-dirty fluid, or are you going to save 3 or 4 of those quarts?
Proper procedure would be to drop, inspect, and clean the pan. Change the filter. Install the cleaned pan. Add 5-ish quarts of fluid. Remove the tube at the trans cooler outlet. Install temporary tube at trans cooler outlet, leading to a drain pan.
Start engine, add fluid to trans while old contaminated fluid squirts into drain pan. When fluid leaving the cooler is "cherry red", shut off engine, re-connect cooler tube, and top-off trans fluid as needed. Have a beer.
At this point, you've already spent the time and money, so there's nothing left but to slap a filter on the thing after cleaning the pan. You'll know better next time, though.