Yes it is not very pleasant, and it is how you basically described it where you call a Twilio number, and then type in the destination. You could set up some sort of signaling where you activate the outbound number with an SMS which may be less cumbersome than dialing on a phone call, but for native support that is the only way I can think of -- just dialing the target number would of course route from your main Telco
A decent SIP app might be an alternative here, I haven't explored them thoroughly because of Twilio Wireless (last I checked they weren't spectacular, but SIP is good)