Basically what they are suggesting is some egg-crate type sound dampening material within the shelf area where the speaker is located, most notably behind the port. If you can get away with it aesthetically, I'd do it.
My friend built his cabinets into the wall, as you are doing, and he covered the speaker locations with doors covered with acoustically transparent material (speaker grille cloth) and it sounds decent. Not nearly as good as those same speakers sounded in my room on stands a few feet from the wall (Paradigm Studio 40s)
Make sure you make your gear accessible!!!! My friend had a laundry room on the opposite side of his wall, so he put in an access panel to get to the gear. If you can't do that, you might consider some kind of sliding rail system.