The first said stick them on the wall, seal then grout, thus making
cleaning
the surplus grout easier.
The second said do the sealing last so that the grout gets sealed.

You absolutely MUST do both.

Seal before grouting. Several times. Until it takes no more. Then grout.
Then clean grout. IMMEDIATELY! Then seal again, concentrating on the grout
lines, but covering the whole surface to avoid lines.

Note that once the stone has saturated with sealant, it doesn't take any
more. Therefore, the extra layers of sealant won't be costing you much, it
will just run off. Ensure that after 30 minutes, you mop up any excess.

As for sealants, definitely use Lithofin MN StainStop. If you want a wet
look, also use Lithofin MN Colour Enhancer. Available from
www.extensive.co.uk.

Christian.