Doubt that its considered a ‘best practice’ - I don’t do it, but then my approach to turning, or working with any powered equipment for that matter, is to keep my hands away from moving parts and pieces as much as possible. Even at the lowest speed (~30rpm on my lathe) 3hp and high torque can do a lot of damage. I certainly wouldn’t be considered a production turner by any means, try to never be in a hurry and conscious of where my hands are at all times.
Every now and again I do something stupid that reminds me to slow down and think first. So far, no lost parts or pieces, but a couple of close calls that keep me honest. I really hate the sight of my own blood.