Stacked RAW Images

I've been experimenting with stacked RAW images on my FZ200 and I want to make sure I am doing it correctly. I use Lightroom 4.3 and Photoshop CS5 so I have needed to modify the processes I read about on the forum a bit.  Let me know if what I am doing is correct.

1. Shoot the 11 RAW images using Burst Shooting 12M AF Single Mechahical Shutter setting

2. Open in Lightroom and let us assume no post processing exposure edits are needed

3. Change file to TIFF or PSD file (since CS5 won't edit the FZ200 RAW)

4. Export to Photoshop using Photo>Edit in Photoshop>Open as Layers in Photoshop

5. Make any other tweaks in Photoshop if needed

6. Highlight all the Layers in Photoshop and Merge Layers

7. Done/and/or export to Lightroom

Is this it?  Or would it work better if I tried exporting as Merge to HDR in Photoshop?