It's a good thing to do. I do that every once in a while...play a lick in all 12 keys. Kinda fun to throw in stuff like "Salt Peanuts" or "Sandu" into solos and just run up a few scale degrees with those licks. People think you're a genius.
Best way to do this is to go around the circle to the flat side (up a fourth, up a fourth, etc.) rather than up by half steps as it forces you to use your ear more rather than doing it mathematically . . .
yeah, i do that, too. the only problem i have is that invariably i begin placing numbers on the notes. like "joy spring" starts with an arpeggio 5-1-5, etc.
"Placing numbers" as you call it (using scale degrees) is totally fine . . . it's just like using solfege (which is what I use for transposing) . . . whichever system works best for you . . .