I don't know that there is a best practice, just different things that different people do. If I can't rub the stuff off dry with very gentle rubbing, I simply do not incubate the egg. Some people wash them. Commercial operations wash them, but to them each hatching egg is not worth anthing until it hatches. They wash them in a specific solution at a specific temperature. You can buy the solution they use, I think McMurray offers it.
When the chicken lays the egg, she puts a coating caused bloom on the egg. I think the effectiveness of bloom is generally overrated on this forum, but it is specifically put there by the hen to help prevent bacteria from going through the porous egg shell and ruining the egg. It helps but it is not going to solve each and every potential problem related to bacteria going through the shell. You are better off with a clean washed egg with no bloom than with a dirty poopy egg with the bloom intact. You are best off with a clean egg with the bloom intact.
Some people wash them and don't put anything on the eggs. These people seldom have problems.
One key to it is that your wash water needs to be a little warmer than the egg. If you wash an egg in cold water, the air sac inside can contract, putting a suction on the egg shell, which can pull dirty water inside. If you wash it in slightly warmer water, the air sac expands and keeps dirty water from coming in. Yes, the air sac will contract when it cools back down, but by then the egg shell should be dry or at least clean.
To me, the biggest protection you can have is to keep your hands clean and dry when you are handling the eggs, keep your incubator clean, and don't set dirty eggs.