On the Dog Canyon - unnamed canyon (maybe we should give it a name) - Devil's Den circuit, how was the route finding? Are you mainly following obvious landmarks on the horizon? Did you "cliff-out" anywhere and have to backtrack?
This was my first solo off trail route in Big Bend. I had no problems with route finding. There were also no areas where I cliffed out either. Basically I followed the eastern slope of the range to where "Canon sin Nombre" (the name I gave the canyon) entered Big Brushy Draw and then turned west ascending into Dagger Flat. There are lots of small arroyos you have to cross which drain the ridges and as is typical in the Deadhorse you encounter plenty of lechuguilla, cholla, etc. Landmarks are easy to follow.
In response to the water question, I don't carry a tent or stove when I'm out in the winter, so that allows me to carry extra water without difficulty.
It is imperative that you make sure you are capable with map and compass (or GPS and map as some prefer) before heading off trail.
Overall I would rate the difficulty of the trip as moderate, mainly due to floral hazards, crossing arroyos and descending Devil's Den. I'd love to go back and explore this area again sometime, right now I've unfortunately got an inexhaustable list of other places in the park I still have not visited.