Definitely Dorje Shugden's practice was adopted by the Sakyas first. Chapels were built for Him and the Throne holders of Sakyas composed prayers to him. He was promoted within the sakya.
Even today there's many Sakyapas who worship Him in Tibet today.
http://dorjeshugden.com/wp/?p=935Beautiful Sakyapa prayer to Dorje Shugden:
http://dorjeshugden.com/wp/?page_id=349composed by the great Sakyapa master
Kunkhyen Ngawang Kunga Lodroe
(an excerpt from the Dorje Shugden prayer called
duelzin choe ki gyalpo choepai choka phuentsog doe gu yong khil she jawa)
At the early time, entering into the teaching of the Tathagata,
you rose in the form of Vinaya-holding Bhikshu,
thus you protect all the teachings of the Sravaka-Pitaka without exception, I prostrate to you.
In the middle, in front of many Buddhas and Bodhisattvas,
having generated the aspiring and entering Bodhicitta,
you obtained the prophecy as a protector of the teaching of the Dharma,
thus you protect all the teachings of the Bodhisattvas without exception, to you I prostrate.
In the great mandala of the ocean of Tantras,
initiated by Vajradhara, and receiving the samayas,
thus you protect all the teachings of the profound Tantra without exception, to you I prostrate.
In particular in this northern land, surrounded by a range of snow mountains,
though not directly pervaded by the sun of the Buddha, yet sustained by his compassion,
you are the protector of all those perfect schools of Dharma, I prostrate to you.
All the great holders of the teaching, who comment according to one’s own views,
the entire Tripitakas, the Tantras and their commentaries,
you are the very protector of all the holders of the Dharma,
acting as the fulfiller of the words of those leaders, I prostrate to you.
The legacy of the pandits, translators, dharma kings and ministers,
all the temples constructed by them,
you are the protector of all those seats of the Sangha without exception, I prostrate to you.
For entire Tibet, included in upper region Ngari, central region Ue-tsang, and lower region Dokham,
you act as the very protector, refuge, supporter, and friend of all people without exception,
thus you are the very god of the snow-land country, I prostrate to you.
The great protector of all the Buddhas of this fortunate aeon,
who is the eliminator of all the forces of unsuitable Mara,
some day through showing full enlightenment as Samyaksambuddha,
you will fulfil the deed of a Tathagata, to you I prostrate.
In short, in all three times, uninterruptedly,
with your infinite secrets of body speech and mind,
all those beings who are wandering in the ocean of the cycle,
you give them the perfect state of liberation, to you I prostrate.
Thus by the power of venerating you with this ocean of melodious praise,
through generating delight, compassion, and benevolent force of your mind,
please fulfil the activity for increasing of virtues, pacifying of disfavourable interferences,
and accomplishment of all the purposes in accordance to Dharma.
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