I favor going down wind to furl in heavy weather. Not always, just usually. The key in doing so (and using the main to blanket the jib) is not to accidentally jibe. Consider 3 conditions: fluky wind, waves, sailing by the lee.
In heavy winds, often the wind is comming from a relatively stable direction. Not always, but often. If so, you can watch the direction and be OK.
Waves are really tricky. Let's face it, experience rules when the waves are running. If your helmsperson is not confident, this might be one of the times when you go into the wind. Sailing downwind with a swell can allow the accidental jibe. As skipper it is your job to make the call. By the way, heading up in heavy waves can also be a real problem, the boat will load up really fast.
Sailing by the lee is the biggest issue for the accidental jibe. But, it doesn't have to be. Get a feel for where your boat becomes unstable. 160* or so? With practice you can get really good a judging this. One of my favorite things is to run wing on wing without using a pole. When you get the feeling for this you will have more confidence in using the main while running downwind to furl the jib. Practice in light air, and increasing wind speed till you feel comfortable.