You should leave the key in the run position if you are going to coast with the engine off. The reason for this is that, when you are in the accessory position in most cars, your odometer isn't registering mileage. This would kind of defeat the whole purpose of Engine Off Coasting which is to rack up mileage without the engine running.
My odometer is mechanical so it still registers even with the car off. I also started the "turn the engine trick" while the car was off to rebuild vacuum. I was trying to figure out how bad that is for the engine. Any input on that?