Do what the engine manufacturer recommends. It can vary by makes. Yanmar not too long ago shifted their recommendation from locking in reverse to prefer freewheeling. Locking into reverse had some problems, 1) greater drag, 2) having to slow the boat down to shift out of gear. Yanmar transmissions are constant mesh which means all gears are always spinning and receive lubrication whether driven by the engine or the propeller. Contact your manufacturer for the latest update on their recommendation.
with your engine you probably have a hurth transmission. before they went out of business i had a talk with them and they advised that since reverse is the only positive gear - which keeps the prop fom spinning with the engine off and polishing the clutches under sail - to always sail in reverse. i have no idea about other boats or transmissions, but i don't care and neither need you.
From your year I’d suspect that you have a Hurth 50 or 100 transmission on your M25XP in your C30. I posted hurth manuals online both at the IC30A forum (c’mon over and give us a test spin? There’s 1600+ members experience to tap into) https://groups.io/g/catalina30
and on the C34.org > TechWiki > “Manuals” topic.