Finishing before joining...

I just made some simple shelves out of solid Jarrah, which I finished with Cabothane (polyurethane finish by Cabotts).

Because I'm not a huge fan of sanding by hand, I decided it would be much easier to sand and finish each piece of wood first, then assemble it. This was much more appealing because using an orbital sander on a flat plank of wood is as easy as it gets, and it was also easier to evenly brush on the cabothane and avoid drip marks and an uneven application.

If I had built the sheves first I would not have been able to get the power sander into the corners, so I would have had to do a lot more hand-sanding, and when applying the finish I would have needed to take more care with avoiding drips etc etc.

The only problem I had to consider was that I wanted to avoid screws and use glue only, and I wasn't sure how the glue would adhere to the polyurethane finish. I eventually used a combination of super-strength epoxy and dowels.

I'm happy with the result, but I was wondering if there's any reason why this could be considered a really bad approach?

I'm always interested in words of wisdom from those who know....

Hey HonkyLips. :)

The way you went is probably the best way to go with the exception that I would have masked the areas that I wanted to glue so that they were not covered by any finish and I would then have used titebond or something similar.
Polyurethanes are supposedly impervious to water and most other liquids, and as such, ordinary woodworking glues would not be able to get good enough penetration and keying to adhere properly. Your use of the epoxy was probably a good decision as this type of glue does not rely on penetration for it's adhesive qualities. On the other hand, it is now relying on the penetration and adherence of the polyurethane to maintain a strong bond.