I had a question from a few weeks ago, that I ended up opening a case about.
I answered it quite simply and provided a link to the known issues page.
I'm curious if this is the proper way to do this or if there is a more accepted way?
I think you did it exactly right except for one minor thing I've seen some other folks around here do, which is they will post an answer or comment to clarify when they open the case, and stating their conclusions so far. I find that pattern helpful so other users who might want to help you answer know that any such effort would be redundant (though that's not necessarily a bad thing). Transparency throughout the process can only make things better.