Our company policy is to use QFE when flying in the CIS. And I think it is a good idea, as it allows less room for error, either from the controller converting QFE to QNH, or from me readind the wrong altitude on the Jeppesen chart conversion table ( if I am cleared to 600m height, and I read 2600ft (QNH) instead of 1920 ft (QFE), at least I am on the safe side). Previous example is for an airport at an elevation of 680 ft (Moscow UUWW).
If your FMS software is not adapted to QFE, you will get a terrain warning on approach when you reach the field elevation (i.e 680ft in Moscow UUWW), if you are flying in QFE. If that is your FMS condition , it might be better to fly QNH...