OK, this is probably a tricky question, as all sorts of engines and transmissions exist.
I have always been told to put the engine in reverse. I have no reason to think otherwise.
I happen to have a fairly new Yanmar 2GM20F engine. I just went though the somewhat sparse manual, and did not see anything on whether to put the engine/transmisison in reverse or not, while sailing.
I don't have a folding or feathering prop.
So what say you old salts?