That is actually a very innovative way to do it - just need to get the math right to have an equal number of edges on the remaining parts of the cube to match the circle.
Another very nice method is what I call “fake Boolean”. Make a cube and tessellate 3 times. Select the inner four polys on two opposite side and bridge. This will give a square hole. If you want a round one, re-enforce the outside edges with extract around or champher and smooth.
Those tuts you mentioned - you probably had a problem squaring off the outer extrusions? Very simple - select points one side of the outer edges of the extruded circle, go to properties and under “size” in the X-axis box, type in 0 and enter. Do the same on the other side, then the top and bottom using the Y-axis box. Scale to required size and add thickness.
You could also make a circle and a square around it. Tessellate the square to have an equal number of points as the circle, use ruled surface to join them and add thickness.
There are just so many ways to achieve the same result and it’s a lot of fun experimenting.