I crash cool to floc and settle the yeast, then transfer to the keg for lagering.
Pinksi, I have a related question. I assume when you lager in the keg, you are using the keg in a fully "closed" set up. I mean that you haven't replaced the cap with something that would allow venting, similar to a airlock used for a primary fermenter. I believe that at this point the beer has reached, or nearly reached FG, so the likelihood of building extreme CO2 pressure is quite low. And the keg is a better pressure vessel than a carboy or bucket and one can always vent the keg if worried.
Hmm, looks like I have talked myself out of the concern, but I have never lagered in a keg and thought it would be easy enough to ask. Thanks.