As a note. Programming the EPCS device via the NIOS is significantly faster than programming it via the Serial Flash Loader. I mention this in case you are planning to use this as a production solution. We use the NIOS method to program the flash for our devices in production.
As another note, Although you can program the EPCS through the FPGA using JTAG, you may want to consider adding the active serial header to your design as a backup for your first prototype. It is not uncommon for people to have JTAG problems on their first prototype. Having the active serial header gives you another method for programming the EPCS device. I had one board where the level translator on the FPGA's TDO line was installed backwards. I was able to load up the EPCS device with a simple program and verify that the FPGA was indeed working but the JTAG was not. Once you get everything working you can either remove the Active Serial header for production or just no load the connector.
Just some thoughts.
Jake