When parking on a slope...I brake, pull the handbrake hard and finally engage Park. When leaving, I step on the brake and then engage Drive (or Reverse) before releasing the handbrake.

I think the old saying for the emergency brake is "First on...Last off".

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2005 X5 4.4 (Sterling on Truffle) w/sport everything
2011 Audi S4 (Prestige, DSG)
2012 Audi Q7 (Sport, S-Line)