There is currently not a way for you to push something to one of the remote CDN nodes. This is a feature that many folks have asked Microsoft for in the CDN product.
Both workarounds would work. The first one benefits from not having to recreate them for the other CDN notes at all and will reduce the load on the server since it wouldn't be feeding these up after it renders them the first time. However, if it turns into you needing to get the request at the server anyway and then redirect to a version already in BLOB storage then you could easily just return the cached image as well. I think it depends on how many images you are talking about. If you have a LOT of them I'd lean more toward the first option.