I typically like to dial to center for a known distance target, then make slight windage or elevation corrections by holding from that point onward. There really is no "correct" answer to your question. Both methods can work, but it's what you prefer. One consideration is that it is usually easier for most people to hold the aiming dot or the center of the crosshair exactly where they want the shot to go, rather than to a hashmark or mildot that is offset from center, which requires a little practice to become comfortable with.
Just be aware that unless you're using a 1st focal plane scope (i.e. F1), the mildots or reticle hashmark angular subtensions will not be correct unless the scope is set on its "calibration" magnification. With a 2nd focal plane scope (F2), the size of the reticle does not change as you dial through the magnification range, meaning the angular subtension value between mildots or hashmarks changes as the image is magnified or reduced in size. If the F2 scope is set on its calibration magnification setting, then the angular subtension is fixed according to the manufacturer's reticle information. For example, the calibration setting for a Nightforce NXS 5.5-22x56 scope is at 22X magnification. That means when the scope is set on 22X magnification, the angular subtension between reticle hashmarks/mildots is an exact calibrated angle, such as 1.0 mil for the Mildot reticle. So when the scope is set on 22X, you know that the distance on the target face between two adjacent mildots is that distance subtended by an angle of 1 milliradian (mil). With an F2 scope, you can fudge this a bit if you have the magnification set on some fairly obvious fraction of the calibration magnification setting. For example, if the scope is set on 11X, or one half the calibration magnification (22X), that means that the image is one half the size it would appear at 22X, and therefore the apparent distance on the target face between two adjacent mildots would be twice as large as it would be at 22X. One caveat to this approach are that the magnification settings are at best only approximate (i.e. a setting of exactly 11X on the mag ring may really be 11.5X, or 10.5X magnification, not 11X). That is why it is easier to choose a fairly obvious fraction of the calibration mag setting, so the math is easy.
With an F1 scope, the reticle changes in size proportionally to the image as you adjust the magnification. Thus, the apparent distance between two hashmarks or mildots relative to the target face will always remain the same, regardless of the magnification. Therefore, it is easier to use reticle hashmarks/mildots for holding off with an F1 scope across the entire magnification range of the scope. If you try to do this with an F2 scope set on some in-between magnification other than the magnification at which the reticle is calibrated, there is no good way to know exactly what the distance between two hashmarks/mildots on the target face actually is, so you're merely guessing if you use the hashmarks/mildots to hold off or hold over.
In contrast, the turret clicks are calibrated adjustments, regardless of the magnification setting. It is certainly always desirable to do a "box test" to determine that your reticle is tracking properly in response to a given turret adjustment. You can do a search for "scope box test" if you're interested. Once you are satisfied your reticle is tracking appropriately in response to a given turret adjustment, it doesn't matter what magnification you have the scope set on. If you turn the turret one mil or one MOA, the turrets will adjust your point of impact (POI) by that angular measurement, which corresponds to a defined linear measurement at a given distance. In other words, the mag setting doesn't matter when using the scope turrets to make an adjustment in POI.
My suggestion would be to do a little reading/searching online and educate yourself further with regard to how scopes work, such as angular subtension and what reticle hashmarks really mean. At that point, you will be in a much better position to decide for yourself which approach you would rather use to adjust your POI while shooting.
