I always go right to the patrol grid, orders are orders and BdU wants me there for some reason. I will sink ships on the way if I encounter any. After the 24 hours have expired at the patrol grid I will plot a course to the nearest shipping lane using the map that came with the game showing shipping lanes (now in GW).
I have changed the assigned grid using SH Commander from time to time when I was departing from Kiel and assigned to patrol some grid in BF or BE, but it's rare.
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