DO make the run to Anegada. Even running 10 knots it's not a really long passage. Same with CGB on the return.

And it is SO cool to see it "rise" from the water! (As others have probably mentioned you will see trees first and DON'T steer for them).

BTW, it is SO much easier to pick up a ball on a PC, just because there is no rigging to dodge up front. And since you'll probably beat a lot of sailboats to Anegada, you should have your pick of mooring balls when you arrive.