Never used the GW glazes, but I've done plenty of the reverse - using their washes as glazes. The main issue with using a glaze as a wash is that they're designed to lay down evenly instead of pooling, which is what gives the varying intensity of coloration you're after with a wash. Add a surfactant (flow improver), though, to alter the flow characteristics and they're pretty much the same thing.
If you're looking to avoid extra cleanup, that wouldn't really help you. General washes are always liable to unevenly discolor surfaces you want to keep smooth, unless you change your application method. One option is to apply the wash generally, as usual, then go in with a damp brush to clean up unwanted pooling while everything is still wet. Another is to use a pin wash (a quick search will give you plenty of info), instead, which is a much more targeted application - it will never touch those areas, to begin with. You could also use glazes to manually paint in your shadows, but that's not really going to save you any time.
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