Dewie ..... it will be ok for roots to move away from a very wet condition to a drier one. The reverse is what usually doesn't work well - as in regular condition to very wet.
If the orchid had been developing lots of aerial roots, then it likely means the humidity in the growing area is suitable.
In humid enough places, dendrobiums may not even need to be repotted - and may just grow well with lots of aerial roots hanging off it. The only thing that they 'might' need sometimes (if needed, is a little bit of fertiliser, and maybe a little bit of mag-cal).
As for a terrocotta pot that is 2 inches deep ..... for me ..... I would just hop down to the nursery or home depot etc to buy a regular plastic pot that is much deeper than 2 inch. And then I just pot and water using a method like the one
shown here.
The media can be 1 size (average diameter). A deep enough pot can allow a stake or stakes to be used to make the orchid stationary (if needed) using twisty ties.