Handholding GND filters?

I've seen this mentioned a few times. Are there other advantages to handholding other than saving money on adapter rings?

Is there are certain technique that's preferred??

I hand hold them all the time, however I still have the adapter ring and holder (all lee)

when Im a a location and waiting for light I use the holder, when Im hiking and find a spot to shoot I usually just hold it - especially on shots longer than half a second