I dig them all the way just because I dislike the thought of having left precious ore there.

Usually i dig the dirt all the way to the bottom in the lowest spot the vein shows, unveiling it all the way around (with a spare, lesser pick). this makes Greydwarves pose less annoyance as a bonus (aside for their newly adjusted rock throwing).
Then I pick off the exposed top layer and the sides, proceed to clear the ground in columns from the bottom to save 8x pick hits and dig out all that's in the way.
This also causes the occasional, satisfying floating chunk pop at times, but don't go out your way to try and cause that for the entire vein, now THAT is a real time waste (at least in my experience, and i attempted that numerous times)