SOS or masuda method? I would prefer a good nature but its a lot of steps per egg....
I would say It is easiest to Masuda method for shiny Beldum. Beldum has an EXTREMELY low catch rate, being
3 out of 255. That is most LEGENDARY Pokemons' catch rate. (For example the Tapus.) Not to mention It has Take down, which kills itself after a few turns. You probably don't want to see a shiny die. The only way I would recommend SOS chaining is if you had a master ball in handy, so you can catch the shiny as soon as you see it.
Hope I helped!