I've also done that though, due to the tool not having much purchase on the hub it can slip, causing injury from the sudden release. Could try cable-tying it to the footrest to prevent it moving but it's best if it can be held onto the hub so, if possible I'd get someone to help, leaving you with both hands on the torque wrench.
I’ve never had a problem but always make sure the handle is nicely stable on the footrest before applying torque.