That is ideal, however "store bought" UTHs like from Zoomed or the sorts can become damaged if they are bent even the slightest. If you are using one of those, I suggest putting the probe under the UTH. So:
tank
UTH
probe
Still in the center and be sure it's secure. That's really the only time I'd suggest putting it under the UTH. Once those are damaged, they can short, or cause uneven heat spots.