How do you Soft Reset roaming legendary Pokemon?

Question

Do you save before entering the grass, find it, and do the L R Start Select?

Comments

yeah thats how

Answer 1

You reset before they start roaming.

Comments

So does that mean if I caught it and it has a Lax nature, it will always be Lax no matter how many times I soft-reset?

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Never mind, I researched this and the nature is set after your first encounter.  I'll post my own answer to the question with more details.