the man don't about risks/error with -j

Indeed, because that option simply specifies the number of parallel jobs to run. The only "error" possible is that the build fails because things are compiled out-of-order (which means upstream needs to fix their makefile / build process), and the only "risk" is wasting time and trying again with those options omitted.
To put it another way: The function of '-j' and friends is not complicated, and I have no idea why anyone would need handholding over such an option. Try it and find out, like everyone else.

The choice is whether to use DKMS or module-assistant... That choice is up to you.

I'm still wondering for the

Does someone already tried with -j$(nproc) ?

man make

I've used make bindeb-pkg

Does someone already tried with -j$(nproc) ?
in full: make bindeb-pkg -j$(nproc)

it's should be faster, but might be prone to error ? did you already tried ?

--
in the section 4.4 Out-of-tree kernel modules of Debian Linux Kernel Handbook

Should I do it ?

If I understand well the document is either 4.4.1 or 4.4.2 method , right ?

I didn't want to create a big post
But If I fail following the links you give, for sure I'll share what I'm facing

And if you also fail to elaborate, nobody will know why.

I need to recompile my Kernel in order to activate some missing options...

I've tried few way but failed...

It can be done on a freshly install Devuan 5 Daedalus.

Thanks.