Sorry for my late response. I think there are a few camps here! The drill hole closure technique is widely used with success and personally I agree that a 2 layer closure is better. I close the capsule and then the ER. The only note of caution with Ethibond is that is can form a massive knot that does not resorb. I have had a handful of patients referred with intractable trochanteric pain secondary to large knots and subsequent granulomas.
For my primaries, I tend to keep a small cuff of capsule next to the bone during my approach and close using this. It is a bit more fiddly and certainly is a lot more difficult to teach.