Reverse is better, it's an even shorter gear than first so the engine has to spin more times per wheel revolution.

I suspect OP still had the engine running. That said, a lot of Americans seem to drive automatics and never use the handbrake, arguing that the tiny little tab in the transmission can hold their fully loaded "truck", so it stands to reason that there are people in the world who leave their cars out of gear and argue that the handbrake could not fail.

Late reply, but no, not unless you are parked on a steep hill without any sidewalks. Leaving it parked in gear puts a great deal of stress on the clutch. Clutches aren't very fun or easy to replace. If you're on a hill with a sidewalk you should turn your front tires away from sidewalk on the incline, and towards the sidewalk on the decline.