I was told this and used to do it, but the real world finally intervened and if they give me a code, I just dial it in.
Sometimes if I get a handoff, its supposed to be xxxx -> 1200 -> yyyy, but as I'm going to pick up a new code, I just leave it on the xxxx and maybe call in as "N12345 over such and such, level three thousand five xxxx"
One thing I was told (by a reliable source) which surprised me was to use STBY on the taxi out to let the vacuum tube warm up before selecting ALT. I laughed this off, but my source insisted that he'd read an article on that very model, and as it was his a/c, it felt listening to him was the least I could do.
The fancy new ones are all solid state, but if the old ones really do contain a tube, it'd explain why I continually hear "N12345 I've lost your transponder - again"