I've never bothered filling in bursts, but I can see the logic in it.
As propane decompresses from the liquid in the bottle, to gas as it enters your mag, it will decrease in temperature. Giving it a few seconds in between will allow the gas in your mag to warm back up before continuing to fill it with more "cold" gas.
Thus, it's a good way to prevent the mag from getting filled to the limit with cold gas, which then expands beyond the pressure limit as it warms up.
It's not a big deal, though.