I don’t think this would be a case of best practices, more to do with how you currently deploy it (including settings) and how reliant you are on it day to day.
Previous updates have caused issues like hanging machines if set to go straight to the desktop after filevault authentication, or features stopping.
Even though auto updating sounds good, it might be a better idea to do this manually so you can test it in your environment.
You should read the release notes for the product its not always worth updating if the updates arnt linked to your IDP.
For best practice, I would recommend using Patch Management / downloading & installing the .pkg update file to a handful of test machines first just to make sure that new Jamf Connect update doesn't screw things up (just to be safe).
Once you're confident with the new update, then you can use the Jamf Pro feature to push the update. I just tried the feature for 2.14, and so far no issues. Still, I would recommend testing the new update with certain test machines prior to using the Jamf Pro update feature, since once you activate it, it will push out the new update to all machines immediately .
"Configuring Jamf Connect Deployment and Update Settings" If you have enabled the cloud services connection you can enable the auto update feature