Yup. You can also cheat by brushing what settles to a general area. (A few quick swipes with the brush). Give it some time and let it settle again. After a few tries it will all mostly be in one spot for quick vac-ing out to waste.
Also, the angle of the vac pole plays a huge role. In the deep end its mostly up and down and the weight of the pole will make the vac head stick. In the shallow end, or on the steps the pole will be mostly horizontal and lifting the vac head off the pool surface. So you may need 2 speeds depending on where you are vac-ing.
I haven't gotten up the nerve to vacuum to waste yet, but I did add the pleated filters to my robot and I've been running it a few times per day. But things are getting clearer! I can see the "shadows" of the white drains in the deep end now!
Great job thus far! If you're concerned about water loss caused by vacuuming, you can simply resort to brushing the steps. This will 1) relocate the dead algae and dirt to a place in the pool where the robot can get it and 2) improve water circulation: you want all of that good chlorine moving around the pool. Water loss will cause your pool to be re-filled by outside water, thus diluting all of the chemicals you've been adding.