Personally I only anotate from USMLE World into First Aid. If there is a question or explanation that I didnt know and that isn't in First Aid, then I put it in there. For me, I actually type it into a word document, and when the word document is full I print it out and put it into my FA book which has been unbound and 3 hole punched. Also, if a professor tells us that such and such fact is constantly put on the boards, and its not in First Aid, then I put it in.
Otherwise it would be too much to put all the details from our class notes into FA.
Yeah, since our school basically gives us no time after finals to study for Step 1, then I need to be ready for beast by the time I take finals. So my strategy is to go through the UWorld questions as we learn the content in our coursework. I"m also going through the First Aid sections as we learn the info in our classes too. I see UWorld more so as a teaching tool; I do all the questions on tutor mode (untimed) and I read all the explanations whether I got it right or wrong. If there is anything in any of the explanations for the right answer or the wrong answers that I don't know and that isn't in there, then I annotate FA.
When it gets closer to me actually taking the test, I'm going to reset my UWorld account and use it to make sure that I'm am prepared for the speed and set up of the real thing. I know alot of folks advise not to use UWorld, but for me this has really helped me.
Man, I really believe that the mantra is: "The more questions the better". Some of the older users used to do like 6000 questions before they took Step 1. So if you have access to both, and can finish both then more power to you.