Stupid idea from some manufacturers to do it this way. Like others have mentioned, the best way is to have the disc for braking and a drum/shoe setup inside the disk bell for handbrake. Ford don't have the handbrake shoe setup on some models and they use the disc for the handbrake too. I work on a lot of ford transit connects, when they switched over from drum to rear disc a couple of years back I started getting drivers telling me they'd had them roll off after a while.

I'm over careful anyway, no matter what I'm in. If I park on a hill I always turn the wheel so if it could roll it'd hit the curb, but I'd leave it in gear too.