An old post that I just came across and I suspect it may have already been answered, but here is my tuppence worth.
Fountaine Pajot says to leave it in reverse on their Cats while, as noted above,
Yanmar says leave it in neutral. I raised this conflict with the presenter at a
Diesel course run by Mack Boring. His answer came down to: it is essentially a legal issue. There was an accident where an
engine was started with the
gear in reverse and injured a swimmer. So on new set-ups there is now is a mechanism that prevents the
engine being started in gear. To prevent someone wondering why their
engine won't start when they are faced with, say, an emergency when you might not notice that it is on gear they now recommend leaving the gear in neutral.