You can cold crash with bottling. It doesn't kill the yeast, it makes them dormant and there will be enough left behind to carb your beer (unless you cold crash for an extremely long period of time, i.e. months). As far as dry hopping, wait until fermentation is finished (I've heard the hop oil thing a couple of times today, I don't know anything about that, but what I do know is that the aroma will be carried off with the co2 if you dry hop during active fermentation) and then you can just throw them directly into the beer. You can bag if you like, I never do. If you bag, you have to sanitize the bag and whatever you choose to weight it down with (a marble works fine I believe). Personally it seems like more hassle than it's worth.