Confirming by closing the throttle of the suspected failed engine is the generally accepted best practice by some instructors. Others do not accept this premise for sound reasons. It could have the unintended consequences of double engine loss of power if during the identification, the pilot in fact closes the wrong side throttle in his efforts to confirm which engine is dead. No problem if that happens at cruise altitude but awfully embarrassing if shortly after lift off.
If the engine failure was due to a severe internal mechanical failure resulting in a rapid loss of RPM, and thus inability to feather below a certain RPM, any delay in feathering (caused by slowly closing the throttle to confirm the power loss) could be disastrous.