Begin a .net project using TDD

I have a web api application. I'd like to apply the TDD methodology. So I don't know which approach I have to begin with :

First approach

Create the Class Diagram then we use it ,with use case diagram, to write the unit tests.Because all methods will be empty(not implemented) we can easily make all tests to be failed.

Second approach

We use the use case diagram and we write the unit tests of inexistant class and methods, then we have to create these classes and interfaces.The last step is to optimize the diagram classes by remove some class, add inheritance ...etc

So I need to know :

1. What is the best approach between them?
2. what are the cons and pros of each one?

Thanks,