I've added to the keg and ended up with clogged dip tubes if the keg gets disturbed at all.
It's worked fantastically since I started doing a secondary addition. Depending on the brew, I use 1 or 2 packets of unflavored gelatin from the grocery store dissolved into water that I bring to about 140 to 160 F (don't boil!). Put that in secondary, rack the beer and wait at least 3 days, then rack to the keg.
My first rye beer was extremely cloudy and had a yellowish color. My second, which I added gelatin to the keg, had a copper color but was still hazy. My third, is brilliantly copper and commercial quality clear (secondary gelatin addition). My recipe for these was 1/3 rye malt. I've experienced similar results with other brews since I started using gelatin. I highly recommend it in the secondary.