Thanks for the comment! The 5 steps is confusing as there are actually 7. When I started the article I only had 5 then I broke a few steps up and ended up with 7. I updated the article to be less confusing.
As for your question, yes after creating the linked server you DO need to update the primary, secondary, and the new monitor server. In the article step 5 is for gathering the info from the primary and secondary that you need to update the new monitor server to know about the primary and secondary server. Step 6 is how to update the new monitor server with the info from step 5. And finally step 7 is how to update the primary and secondary server to point to the new monitor server.
For the books online it does say that you cant change the monitor server with out rebuilding log shipping. For small databases that isnt an issue its pretty quick to rebuild that but in my case I had a 5tb database that we needed to move to a new monitor server. We couldnt afford to go without log shipping for the few days it would take to re-replicate So I poked around did some testing and came up with this solution. If done correctly you log shipping should continue as normal and the new server will just pick up where the old one left off. But as with any change you definitely want to test it first.