I think it depends on some things: your infrastructure, security policies, management, etc.
We develop our WSDL (service and message contracts) and XML schemas (data contracts), and then use svcutil.exe * to create a proxy server. At this point, we have code that we can use to use or support the service. Of course, I'm just talking about code, output.config will be modified with the correct behavior, bindings and endpoints as they are resolved.
Once the service is inserted, it exits the XML gateway. From now on, we can start testing services with the help of "Add a link to a service ..." If you just want to save time and transfer your pre-generated proxy server to someone else or your WSDL files will not be displayed (since they are behind an XML gateway that does not respond to them), then what you are doing seems fine.
, " ..." .
* Java - (WSDL2Java/ClientGen/ IDE).