Considering that the Rosary starts with praying the Our Father (which is to say, praying to the Father in the way the Son taught us, and thus praying with the Son), ends every part by praying to the whole Trinity, and continuously meditates on Christ’s life as seen by Mary and the mysteries of being part of the Body of Christ as a Christian, you are hardly shortchanging Christ!

It’s not as if any prayer could possibly be heard by any saint without going through Jesus, either; it is only by being part of the Body of Christ that they are in any position to hear you. He is the Way prayer travels, too.
And of course, there’s a lot to be said for moving from lesser to greater as a form of greater honor. They don’t start awards ceremonies by announcing the winner and end them by announcing third prize.
But when it comes to private devotional practices like the Rosary or your own personal prayers, you are allowed to do them however you want. Indeed, plenty of these impulses and mysterious likes and dislikes are sent by the Holy Spirit, tailored to you personally and where you are in your spiritual life.
It’s as if you had a mysterious urge to eat large quantities of spinach. It wouldn’t mean that everybody had to eat spinach at that time and fashion; it might even be bad for some people. But it would probably mean that
you ought to eat spinach as soon as possible, because your body had some need for the nutrients in it.
But equally, if you’re invited to a restaurant and can order anything you like, and don’t have any particular guide but personal preference, you’re free to order or not order spinach. God gave us Christian freedom in many matters to do as we like, and personal devotion is one of them. Personal preference is fine; you don’t have to have any better reason to prefer one order over the next. (As long as you also allow other diners to order whatever they want that’s lawful, of course.)
So if you want to talk explicitly to Jesus first and do Him explicit honor, that’s a good idea. And if you feel like praying the Rosary first and approaching the King next, that’s also good.