I've only idled it in gear (no additional throttle).
I also chocked the front wheels, left the jack in place under the pumpkin in addition to the jackstands, and placed an extra set of wheels/tires under the body.
For me, I pointed it to the back of the garage, rather than risk having it shoot out towards the street possibly injuring someone else.
I would never run it through the gears with any load, as the vibration from the drivetrain, as well as momentary shocks shifting gears, could cause it to fall off the jackstands.