You don’t have to do this, but the best way would be to backup your save, end the game normally, then reload and go back to the DLC. The base game is such a nice tight experience, and the last boss is so good. The DLC feels like an additional experience. Don’t worry about it if you’re not comfortable with save backups and such.
Try to visit that hidden area I mentioned before doing the DLC. Otherwise things might seem a little weird.