This is an old Yankee way of installing step flashing that was taught to me years ago by some seasoned pros. The method has always proven to me to be a better way of installing step flashing. This contradicts what shingle manufacturers have represented on most of the videos and package instructions that I have  seen   They show nailing the step flashing nailed through the flashing to the roof  deck. Inevitably when you do the manufactures method the flashing falls out from behind the siding during roof replacement and becomes more problematic to reinstall than the approach I take here. I don’t violate the roof surface with any more penetrations then  I have to.