Yes and no. I am with you on the gradual approach. I find in order to do something extreme (like quitting something), I am more successful if I give myself outs. Over time, I don't need the outs.

I started by reducing my carb consumption. After about a week I had gone full keto. They say it's best to kickstart it by being extreme.

You are 100% correct about the effects on intense physical activity. The fat adaption process takes time. First there is the Keto Flu but I'm finding the main cause of this is electrolyte imbalance. If you enter gradually and focus on making sure you get this balanced and drink a lot of water, you may/should be able to avoid this. Of course, it still takes time for your body to adapt. They also say that fasting helps speed up the fat adaption process. I haven't tried it yet.

The thing I have found to be the most helpful is having a sponsor. You know, someone to answer your questions, give you advice, and reassure you what you are doing isn't absolutely insane.