Filter Tasks: Some say to match range of 20hz-20khz while others recommend not eqing above 500hz. What's the best thing to do here?
Should I EQ twice? In other words, I match response to target, load into my MiniDsp and then measure and repeat?
You should EQ full range IF your particular loudspeaker needs it. It’s just that you should make the adjustments under 300-500 Hz based on the in-room measurements done from the listening position (I have had the best result with the so-called Moving Microphone Method), and the adjustments above that range based on the anechoic measurements you find for your speakers (such as the measurements Klippel measurements), or
gated* (windowed) measurements done by yourself, or leave that range untouched if the speakers already measure flat.
If you after the above procedures find that you subjectively like to adjust the overall tonal balance, you can change it with broadband EQ adjustments to your liking. Examples: If you find it bass-shy, raise the bass area. If you find it treble-heavy, lower the high-frequency area.
* To make useful measurements for gated adjustments, position the loudspeaker as far away from walls and other reflective surfaces, and the same with the microphone. You can also raise your speakers so that the acoustic axis (the measuring point of the speaker which may be at the tweeter level, or between the tweeter and the bass driver, or at the level of the mid-range driver) is as far away from the floor and the ceiling as possible as well. The distance between the speaker and the microphone should be at the minimum distance where all the speaker drivers are acoustically summed, this can differ depending on the size of the speakers but a distance of 1.5 to 2 meters should probably work with most loudspeakers. Raise the microphone to the same height as the acoustic center of the loadspeakers.
After the measurements are done, you set up REW to show you a gated (windowed) frequency response. That is done in the "Impuls response" window where you set the start of the window right before the impulse starts, and the end right before the first reflection you see as the first notch in the measurement, as in the picture below. When going back to the normal frequency response window, you will see the actual on-axis response of your speakers without the room disturbence.
Have fun!