This was a topic about a year ago on the Parker forum. Lots of replies on the preferred method, with the one consistency being that it is unsafe to walk around with the hammers cocked and action closed. Some people said they cock the hammers before walking in on a point. Others said they wait until the bird flushes. Still others said hammers cocked and action open, closing the action when the bird rises. The point about hunting brush is a valid one. In my mind, the answer might partially depend on whether you are hunting with a partner. The action closed/cock when the bird rises crowd says that you can learn how to cock both hammers with one thumb simultaneously, and that doing so is the "safest" way to carry. I have a few hammer guns but I've yet to carry one with a hunting partner due to my own lack of proficiency. The idea of walking in to a point with both hammers cocked, alongside another hunter, offers pretty obvious "common sense" safety issues. You can't hunt grouse with your head down. I tend to stumble more when going in on a point than at any other time of the day simply because I try to keep my head up looking for the bird to rise out of the usual tangled mess where you are trying to walk. Most birds will escape without a shot if the hunter has his eyes more focused on where he puts his feet.
There are good many things that the men of yesteryear did without any problems, or perhaps seemingly without any problems since the media wasn't around to share their stories.