You don't know which was harder or even if that how things were actually done. You don't know if they opened a hole in the veil or if they found another way but just needed a lot of power to get there no one does. An no in Tevinter GENIUS they already had hundreds of slaves not hard to get them together an kill them all. So its not the only way to get into the Fade Cory knows this an I'm sure he could have easily found another way to Physically enter the Fade. An the Anchor is obviously not needed to enter the Fade physically all that is needed is a rift.
As I said he says he crafted it to assault the heavens. This is why I said he doesn't view the Veil or the Fade as the Heavens because I know he views the City that way Genius read what I wrote its not hard to understand. An Cory isn't stupid an doesn't beat around bush an has been shown to be a person to get straight to the point when he talks about something. So why would he say he crafted it to assault the heavens?
As I said could it be something that could unlock all of the City I'm pretty sure the Magisters did not explore all of the City an were probably locked out of some parts.
They used brute force to tear the Veil open. We know heavy magic usage and violent death in an area are capable of doing that. And if it was an easy feat, some lone blood mage probably could have replicated it. We see tears in the Veil otherwise, but they seem to be one way: only spirits or demons can come through. Making one you could physically walk through probably needs extraordinary power. Further, the Magisters, based on the Canticle of Silence and a codex found in the Fade at Adamant make it seem like they went about their preparations in secret, without the knowledge or consent of the Tevinter government. That's why it was difficult. And that's partly why no one did it earlier or since: the blood and lyrium required are an exorbitant cost, only a place like Tevinter would have people willing to do that, and even in Tevinter most Magisters would prefer to use their resources for their own goals rather than a project like this.
The Magisters explored the parts of the city that Cory believes he needs. At least Cory, and likely the others, saw the throne. That's what he believes he needs to become a god. He's not concerned with anything else. They didn't have the Anchor then, therefore they clearly didn't need it to get to the throne room.