Airmanship or folk lore ?
Its high time that people stopped making incredably tight turns on small taxiways to turn onto wind to do the power checks all you manage to do is scrub the tyres and may be run off the taxiway or hit another aircraft when trying to point the aircraft back towards the runway.
Most modern light aircraft simply DO NOT need to face into wind to do the power check but a tail wind is not a good idea so as long as the aircraft is crosswind or nose slightly into wind that is OK.
The aircraft should be positioned so that the prop wash is directed into a clear area, cross wind will not have any effect on engine cooling that you can mesure.
Tail draggers are a different story and into wind is a very good idea except in the very lightest breeze.
I agree with posts above that say you should not normaly do the checks on the runway but how long did you take ? if you are new to flying or have not flown for a wile then say so and stay clear of the runway because you know that it will take you a little longer to do the checks but if you are fully up to speed it is a different matter.
I expect that I will get a slagging from the "airmanship" brigade but they are the same people who are not leaning an engine below 6000 ft !