hi there well i think we used the supernanny method you mentoned with my 2 1/2 year old daughter when she first got her big girl bed a few months ago. she would get out bed and come out in the hall-w/o speaking i took her back tucked her in and left the room and pulled door almost shut-she'd get out of bed again and we would repeat the process- i just hid around the corner as i knew she would come back out LOL this took i don't know 10-15 times maybe more before she finally caved and stayed in bed. it hasn't been a problem since. i think the biggest thing is to offer no interaction with them which is what they want- absolutely no talking and just repeating the process over and over so they get the picture of what's gonna happen and they will not win the battle and they will eventually get the message.
i can say this may turn out to be more of a challenge for you as you said your daughter slept with you before and you do the whole holding her hand thing. Please don't take this as me being a judgemental mom but sometimes things like that can make it tougher for you. when she falls asleep with your hand that becomes her security object and when she wakes up and it's not there it can be very upsetting. i do speak from experience as my niece was put to bed with a bottle and every time it came out of her mouth she would wake up crying and it took my Sister In Law litterally years to break her daughter and get her to sleep through the night. I must say I learned from her mistakes. We also figured out a security thing that was happening with our own daughter. she would wake up from napping almost always cranky but is never cranky in the am. and we couldn't figure it out. well we just did! when she fell asleep watching a cartoon she would always wake up crying if it wasn't on- we experimented and when she started stirring we would turn her tape back on and she would be perfectly happy when she woke up. It's not that we put her to sleep with the tv but being 2 1/2 she doesn't take regular naps anymore and most often if she does nap it's when she falls asleep on the couch.
my number one suggestion would be to break this problem into 2 parts and conquer them individually. i would say you need to break her of the hand holding thing first. get her to fall asleep by herself- if you need to let her cry herself to sleep it will be tough but hold your ground and show her she's not gonna win- if you cave she will notice that! possibly find a substitue security item like a special doll or blankie. after you get her broke of that and she is falling asleep by herself i believe you will be much more successful in getting her to stay in her own bed- as she won't be associating it with you being there too. but yes sadly i think you will have to let her cry a bit and do the repeated SILENT trips back to her bed. I can say it will be tough on you guys but it may take a few nights of little sleep for everyone, but in the long run it will pay off. I've learned from personal experience and others that the longer you let a toddler maintain these "bad" habits the harder it is to break them of them.
kinda long winded but i hope my advice helps-these kinda tough love methods are both physically and emotionally exhausitng- no one wants to hear their little one cry or feel like they're being mean to their child, but it honestly does work. And i feel it works when nothing else will. The key is to not back down and keep at it as long as it takes some kids are much harder to "break" than others. good luck with getting a good nights sleep for everyone!