Yeah, they work just fine, and when you are in CFW, you can use https://github.com/yellows8/hblauncher_loader as well which gives a convenient way for CFW users to access HBL from a CIA file.
The thing is, if you don't currently have an entrypoint for homebrew, you're going to need one to use future exploits. Right now you should be able to use browserhax to install menuhax, unless you are on one of the firmwares that block browser use (9.9+), on n3DS however it's possible to stop that message from appearing. If you're on o3DS then once you've gotten the browser message telling you to update, there's no way to remove it.
this is not the method i was talking about this is a modded program running on half finished code, and that's why so many people are bricking useing it . . . but if safety is annoying to you then go for it lol